+118.6%
SYF vs AFRM
-27.4%
+146.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -4.2% | -8.4% | +4.2% | -2.9% |
| 30D | -1.1% | -18.3% | +17.2% | +2.0% |
| 3M | -7.9% | -12.7% | +4.8% | -6.3% |
| 6M | -1.1% | +3.0% | -4.1% | -2.3% |
| YTD | -12.6% | -11.4% | -1.2% | -12.1% |
| 1Y | -2.4% | -13.3% | +11.0% | -1.8% |
| 3Y | +156.6% | +194.0% | -37.4% | +108.4% |
| 5Y | +61.9% | -50.6% | +112.5% | +27.2% |
| All | +118.6% | -27.4% | +146.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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