+91.3%
SYF vs AFRM
-23.1%
+114.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +2.4% | -7.0% | +9.4% | +3.7% |
| 30D | +0.8% | -7.8% | +8.6% | +2.2% |
| 3M | +13.4% | +5.3% | +8.1% | +11.9% |
| 6M | +16.3% | +42.6% | -26.3% | +8.2% |
| YTD | -3.0% | -2.8% | -0.2% | -3.8% |
| 1Y | +5.7% | -19.3% | +25.0% | +7.4% |
| 3Y | +160.1% | +231.0% | -70.9% | +97.8% |
| All | +91.3% | -23.1% | +114.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling