+61.9%
SYF vs AFRM
-58.9%
+120.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.1% |
| 7D | -3.6% | -10.3% | +6.7% | -1.6% |
| 30D | -1.7% | -13.7% | +12.0% | +0.9% |
| 3M | -7.8% | -11.6% | +3.8% | -6.2% |
| 6M | +3.4% | +2.1% | +1.3% | +2.0% |
| YTD | -12.2% | -8.9% | -3.3% | -12.2% |
| 1Y | -1.6% | -9.7% | +8.1% | -1.7% |
| 3Y | +157.8% | +202.5% | -44.7% | +96.1% |
| 5Y | +61.9% | -55.3% | +117.2% | +26.5% |
| All | +61.9% | -58.9% | +120.8% | +26.5% |
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