+186.5%
SYF vs AME
+438.4%
-251.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.2% | -4.1% | -0.1% | -1.1% |
| 30D | -1.1% | -4.1% | +3.1% | +1.7% |
| 3M | -7.9% | -5.6% | -2.3% | -4.4% |
| 6M | -1.1% | +2.8% | -3.9% | -5.5% |
| YTD | -12.6% | +16.6% | -29.2% | -26.4% |
| 1Y | -2.4% | +21.1% | -23.5% | -20.7% |
| 3Y | +156.6% | +61.1% | +95.5% | +57.5% |
| 5Y | +61.9% | +76.6% | -14.7% | -9.9% |
| 10Y | +186.5% | +431.3% | -244.9% | -31.3% |
| All | +186.5% | +438.4% | -251.9% | -31.3% |
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