+308.6%
SYF vs ACGL
+550.9%
-242.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -3.8% | +6.4% | -10.1% | -7.9% |
| 30D | +2.6% | +16.6% | -14.0% | -8.0% |
| 3M | -6.5% | +11.6% | -18.1% | -13.8% |
| 6M | +0.8% | +17.5% | -16.6% | -11.0% |
| YTD | -10.1% | +15.3% | -25.4% | -20.2% |
| 1Y | +0.8% | +26.3% | -25.5% | -16.3% |
| 3Y | +158.8% | +35.9% | +122.9% | +93.8% |
| 5Y | +67.5% | +168.2% | -100.7% | -31.8% |
| 10Y | +230.0% | +352.0% | -122.0% | -4.9% |
| All | +308.6% | +550.9% | -242.3% | -0.6% |
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