+340.9%
SYF vs AFL
+413.2%
-72.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | +2.4% | +0.6% | +1.8% | +1.9% |
| 30D | +0.8% | -6.2% | +7.0% | +6.4% |
| 3M | +13.4% | +2.2% | +11.2% | +10.6% |
| 6M | +16.3% | +5.3% | +11.1% | +10.0% |
| YTD | -3.0% | +8.0% | -11.0% | -10.4% |
| 1Y | +5.7% | +10.2% | -4.5% | -4.6% |
| 3Y | +160.1% | +67.1% | +93.0% | +55.9% |
| 5Y | +88.5% | +135.6% | -47.1% | -18.2% |
| 10Y | +263.1% | +299.4% | -36.3% | +4.0% |
| All | +340.9% | +413.2% | -72.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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