+250.1%
SYF vs AJG
+473.1%
-223.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.6% |
| 7D | -4.9% | -8.3% | +3.4% | +0.8% |
| 30D | -4.3% | -5.7% | +1.4% | -0.8% |
| 3M | +5.5% | +9.1% | -3.6% | -2.7% |
| 6M | +17.5% | +15.2% | +2.3% | +3.2% |
| YTD | -7.8% | -6.3% | -1.5% | -6.4% |
| 1Y | +1.6% | -19.1% | +20.8% | +14.3% |
| 3Y | +154.8% | +8.2% | +146.6% | +112.6% |
| 5Y | +79.5% | +75.6% | +3.8% | -8.3% |
| All | +250.1% | +473.1% | -223.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling