+340.9%
SYF vs ACGL
+477.5%
-136.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.9% |
| 30D | +0.8% | -1.0% | +1.8% | +1.4% |
| 3M | +13.4% | +11.0% | +2.4% | +4.5% |
| 6M | +16.3% | -0.3% | +16.7% | +15.2% |
| YTD | -3.0% | +2.3% | -5.3% | -6.1% |
| 1Y | +5.7% | +6.4% | -0.7% | -1.1% |
| 3Y | +160.1% | +34.0% | +126.1% | +93.4% |
| 5Y | +88.5% | +161.6% | -73.1% | -23.1% |
| 10Y | +263.1% | +278.6% | -15.5% | +17.3% |
| All | +340.9% | +477.5% | -136.6% | +16.9% |
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