+340.9%
SYF vs AIG
+91.9%
+249.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +2.4% | -0.9% | +3.3% | +3.1% |
| 30D | +0.8% | -4.9% | +5.7% | +4.6% |
| 3M | +13.4% | +4.5% | +8.9% | +9.1% |
| 6M | +16.3% | -1.4% | +17.8% | +16.3% |
| YTD | -3.0% | -9.8% | +6.8% | +2.9% |
| 1Y | +5.7% | -4.5% | +10.2% | +6.5% |
| 3Y | +160.1% | +37.4% | +122.7% | +95.7% |
| 5Y | +88.5% | +55.0% | +33.5% | +28.1% |
| 10Y | +263.1% | +63.7% | +199.4% | +97.3% |
| All | +340.9% | +91.9% | +249.0% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling