+66.5%
SYF vs AFRM
-58.9%
+125.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -2.1% | -7.3% | +5.2% | -0.8% |
| 30D | +2.5% | -9.6% | +12.1% | +4.2% |
| 3M | -6.3% | -11.1% | +4.8% | -4.7% |
| 6M | -1.5% | +3.9% | -5.3% | -3.1% |
| YTD | -10.5% | -8.5% | -2.0% | -10.6% |
| 1Y | +1.5% | +3.3% | -1.7% | -1.2% |
| 3Y | +163.3% | +213.7% | -50.5% | +99.4% |
| All | +66.5% | -58.9% | +125.4% | +27.7% |
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