+66.5%
SYF vs ACGL
+159.2%
-92.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +0.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | +2.5% | +13.7% | -11.2% | -3.1% |
| 3M | -6.3% | +8.0% | -14.3% | -9.6% |
| 6M | -1.5% | +13.3% | -14.7% | -7.3% |
| YTD | -10.5% | +11.8% | -22.4% | -15.7% |
| 1Y | +1.5% | +22.2% | -20.7% | -8.3% |
| 3Y | +163.3% | +32.5% | +130.8% | +124.0% |
| All | +66.5% | +159.2% | -92.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling