+300.4%
SYF vs AGI
+242.8%
+57.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -2.0% | -10.1% | +8.1% | -1.9% |
| 30D | +1.2% | -6.5% | +7.7% | +1.2% |
| 3M | -9.4% | -12.8% | +3.4% | -9.2% |
| 6M | +4.4% | -34.3% | +38.7% | +4.6% |
| YTD | -11.9% | -25.6% | +13.7% | -11.8% |
| 1Y | -0.4% | -14.2% | +13.8% | -0.3% |
| 3Y | +159.6% | +127.3% | +32.3% | +158.7% |
| 5Y | +60.9% | +241.8% | -180.9% | +60.2% |
| 10Y | +180.9% | +381.8% | -200.9% | +191.2% |
| All | +300.4% | +242.8% | +57.6% | +314.6% |
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 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