+250.1%
SYF vs AMCR
+14.6%
+235.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.7% |
| 7D | -4.9% | -6.3% | +1.4% | -1.2% |
| 30D | -4.3% | -7.8% | +3.5% | +0.2% |
| 3M | +5.5% | +7.5% | -2.0% | +0.8% |
| 6M | +17.5% | +2.7% | +14.8% | +14.4% |
| YTD | -7.8% | +6.0% | -13.8% | -13.3% |
| 1Y | +1.6% | +7.8% | -6.1% | -5.8% |
| 3Y | +154.8% | +5.8% | +149.0% | +130.5% |
| 5Y | +79.5% | -11.6% | +91.1% | +83.3% |
| All | +250.1% | +14.6% | +235.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling