+306.8%
SYF vs ACGL
+531.6%
-224.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +1.6% |
| 7D | -2.1% | +0.9% | -3.0% | -2.8% |
| 30D | +2.5% | +13.7% | -11.2% | -6.5% |
| 3M | -6.3% | +8.0% | -14.3% | -11.6% |
| 6M | -1.5% | +13.3% | -14.7% | -10.8% |
| YTD | -10.5% | +11.8% | -22.4% | -18.9% |
| 1Y | +1.5% | +22.2% | -20.7% | -13.9% |
| 3Y | +163.3% | +32.5% | +130.8% | +100.4% |
| 5Y | +66.8% | +160.2% | -93.4% | -30.7% |
| 10Y | +228.5% | +338.5% | -110.0% | -3.4% |
| All | +306.8% | +531.6% | -224.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling