+39.5%
SYF vs ADVB
-97.4%
+136.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | -4.3% | -1.2% | -3.0% | -4.2% |
| 30D | +1.0% | -61.4% | +62.4% | +1.9% |
| 3M | -6.4% | -67.8% | +61.4% | -5.5% |
| 6M | +1.0% | -66.9% | +67.9% | +0.4% |
| YTD | -10.7% | -64.9% | +54.2% | -11.6% |
| 1Y | +1.8% | -74.8% | +76.5% | +2.1% |
| All | +39.5% | -97.4% | +136.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling