+340.9%
SYF vs AGI
+342.5%
-1.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | +0.8% | +18.2% | -17.4% | +0.7% |
| 3M | +13.4% | -4.1% | +17.5% | +13.3% |
| 6M | +16.3% | -28.7% | +45.0% | +16.4% |
| YTD | -3.0% | -4.0% | +1.0% | -3.1% |
| 1Y | +5.7% | +17.4% | -11.7% | +5.6% |
| 3Y | +160.1% | +203.0% | -42.9% | +158.7% |
| 5Y | +88.5% | +376.7% | -288.1% | +87.6% |
| 10Y | +263.1% | +407.5% | -144.4% | +274.0% |
| All | +340.9% | +342.5% | -1.6% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling