+247.6%
SYF vs AEHR
+3,808.7%
-3,561.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -2.3% |
| 7D | -5.5% | +23.0% | -28.5% | -7.4% |
| 30D | -3.9% | -19.9% | +16.1% | -2.4% |
| 3M | +8.9% | +0.5% | +8.4% | +6.3% |
| 6M | +16.2% | +123.6% | -107.4% | +2.8% |
| YTD | -8.4% | +364.6% | -373.1% | -25.7% |
| 1Y | +2.6% | +255.3% | -252.7% | -15.4% |
| 3Y | +156.4% | +89.7% | +66.7% | +107.2% |
| 5Y | +78.2% | +827.9% | -749.7% | +18.0% |
| All | +247.6% | +3,808.7% | -3,561.2% | +81.6% |
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