+78.2%
SYF vs AGI
+389.1%
-310.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.2% |
| 7D | -5.5% | -5.4% | -0.2% | -5.1% |
| 30D | -3.9% | +6.6% | -10.5% | -4.4% |
| 3M | +8.9% | +8.2% | +0.7% | +8.0% |
| 6M | +16.2% | -29.3% | +45.5% | +18.4% |
| YTD | -8.4% | -7.4% | -1.1% | -8.9% |
| 1Y | +2.6% | +7.9% | -5.3% | +0.6% |
| 3Y | +156.4% | +206.2% | -49.9% | +117.7% |
| 5Y | +78.2% | +397.6% | -319.4% | +40.6% |
| All | +78.2% | +389.1% | -310.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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