+170.6%
SYF vs AEHR
+1,768.2%
-1,597.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.4% |
| 7D | -2.0% | +6.4% | -8.4% | -2.7% |
| 30D | +1.2% | -20.3% | +21.5% | +2.2% |
| 3M | -9.4% | -53.8% | +44.4% | -4.6% |
| 6M | +4.4% | -44.8% | +49.2% | +5.3% |
| YTD | -11.9% | +182.2% | -194.1% | -26.5% |
| 1Y | -0.4% | +174.7% | -175.1% | -16.7% |
| 3Y | +159.6% | +143.5% | +16.1% | +103.0% |
| 5Y | +60.9% | +129.9% | -69.0% | +17.4% |
| All | +170.6% | +1,768.2% | -1,597.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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