+91.3%
SYF vs ACM
+5.0%
+86.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | -3.7% | +6.1% | +4.6% |
| 30D | +0.8% | -11.1% | +12.0% | +6.7% |
| 3M | +13.4% | -8.0% | +21.4% | +17.0% |
| 6M | +16.3% | -29.7% | +46.0% | +41.2% |
| YTD | -3.0% | -29.4% | +26.4% | +16.1% |
| 1Y | +5.7% | -46.4% | +52.1% | +51.1% |
| 3Y | +160.1% | -22.3% | +182.5% | +181.8% |
| All | +91.3% | +5.0% | +86.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling