+170.6%
SYF vs AME
+444.5%
-273.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | -2.0% | +5.9% | -7.9% | -7.0% |
| 30D | +1.2% | -1.9% | +3.1% | +1.9% |
| 3M | -9.4% | -5.4% | -4.0% | -6.1% |
| 6M | +4.4% | +4.9% | -0.5% | -2.0% |
| YTD | -11.9% | +18.5% | -30.4% | -26.9% |
| 1Y | -0.4% | +25.5% | -25.9% | -21.7% |
| 3Y | +159.6% | +63.0% | +96.5% | +57.6% |
| 5Y | +60.9% | +78.3% | -17.4% | -11.3% |
| All | +170.6% | +444.5% | -273.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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