+61.0%
SYF vs AIG
+59.1%
+1.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.0% | +6.6% | -8.6% | -6.4% |
| 30D | +1.2% | +7.0% | -5.8% | -3.7% |
| 3M | -9.4% | +9.7% | -19.1% | -15.4% |
| 6M | +4.4% | +10.8% | -6.4% | -3.8% |
| YTD | -11.9% | -1.3% | -10.6% | -12.6% |
| 1Y | -0.4% | +8.4% | -8.8% | -8.3% |
| 3Y | +159.6% | +39.0% | +120.6% | +92.5% |
| All | +61.0% | +59.1% | +1.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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