+37.6%
SYF vs ADVB
-96.8%
+134.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.4% | +1.0% |
| 7D | -2.0% | +27.8% | -29.8% | -2.3% |
| 30D | +1.2% | -50.8% | +52.0% | +1.7% |
| 3M | -9.4% | -70.5% | +61.1% | -8.5% |
| 6M | +4.4% | -46.7% | +51.2% | +3.0% |
| YTD | -11.9% | -56.7% | +44.8% | -13.0% |
| 1Y | -0.4% | -71.8% | +71.4% | +0.1% |
| All | +37.6% | -96.8% | +134.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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