+263.2%
SYF vs ACM
+128.0%
+135.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | 0.0% | -12.9% | +13.0% | +8.2% |
| 3M | +11.9% | -6.4% | +18.3% | +14.4% |
| 6M | +18.9% | -29.2% | +48.1% | +46.3% |
| YTD | -4.6% | -29.9% | +25.4% | +16.9% |
| 1Y | +6.4% | -47.3% | +53.6% | +58.0% |
| 3Y | +167.2% | -19.6% | +186.8% | +187.9% |
| 5Y | +92.3% | +5.5% | +86.8% | +66.3% |
| 10Y | +263.2% | +129.7% | +133.5% | +85.9% |
| All | +263.2% | +128.0% | +135.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling