+154.8%
SYF vs AJG
+8.2%
+146.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | -4.9% | -8.3% | +3.4% | -3.1% |
| 30D | -4.3% | -5.7% | +1.4% | -3.1% |
| 3M | +5.5% | +9.1% | -3.6% | +2.6% |
| 6M | +17.5% | +15.2% | +2.3% | +12.3% |
| YTD | -7.8% | -6.3% | -1.5% | -6.8% |
| 1Y | +1.6% | -19.1% | +20.8% | +7.1% |
| 3Y | +154.8% | +8.2% | +146.6% | +146.1% |
| All | +154.8% | +8.2% | +146.6% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling