+300.4%
SYF vs AIG
+110.0%
+190.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.0% | +6.6% | -8.6% | -6.7% |
| 30D | +1.2% | +7.0% | -5.8% | -4.1% |
| 3M | -9.4% | +9.7% | -19.1% | -15.9% |
| 6M | +4.4% | +10.8% | -6.4% | -4.4% |
| YTD | -11.9% | -1.3% | -10.6% | -13.1% |
| 1Y | -0.4% | +8.4% | -8.8% | -8.7% |
| 3Y | +159.6% | +39.0% | +120.6% | +93.5% |
| 5Y | +60.9% | +59.6% | +1.3% | +6.6% |
| 10Y | +180.9% | +68.4% | +112.5% | +47.0% |
| All | +300.4% | +110.0% | +190.3% | +91.3% |
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