+306.8%
SYF vs ACM
+105.9%
+200.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +5.4% | -7.5% | -5.3% |
| 30D | +2.5% | +15.1% | -12.6% | -6.1% |
| 3M | -6.3% | -10.5% | +4.2% | -1.4% |
| 6M | -1.5% | -19.7% | +18.2% | +9.5% |
| YTD | -10.5% | -28.8% | +18.3% | +6.3% |
| 1Y | +1.5% | -47.9% | +49.4% | +46.2% |
| 3Y | +163.3% | -12.4% | +175.6% | +168.1% |
| 5Y | +66.8% | +0.6% | +66.2% | +54.3% |
| 10Y | +228.5% | +161.3% | +67.2% | +79.7% |
| All | +306.8% | +105.9% | +200.9% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling