+340.9%
SYF vs ACM
+104.3%
+236.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | -3.7% | +6.1% | +4.8% |
| 30D | +0.8% | -11.1% | +12.0% | +6.9% |
| 3M | +13.4% | -8.0% | +21.4% | +17.1% |
| 6M | +16.3% | -29.7% | +46.0% | +41.0% |
| YTD | -3.0% | -29.4% | +26.4% | +16.2% |
| 1Y | +5.7% | -46.4% | +52.1% | +49.7% |
| 3Y | +160.1% | -22.3% | +182.5% | +187.5% |
| 5Y | +88.5% | +4.5% | +84.0% | +70.0% |
| 10Y | +263.1% | +127.6% | +135.4% | +108.6% |
| All | +340.9% | +104.3% | +236.6% | +160.4% |
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