+262.7%
SYF vs AME
+425.2%
-162.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -2.5% |
| 30D | -1.1% | -6.6% | +5.5% | +5.1% |
| 3M | +7.4% | +3.0% | +4.4% | +4.0% |
| 6M | +16.2% | +5.3% | +10.9% | +9.6% |
| YTD | -6.1% | +15.4% | -21.6% | -19.1% |
| 1Y | +3.4% | +26.8% | -23.4% | -18.9% |
| 3Y | +162.9% | +56.5% | +106.3% | +67.8% |
| 5Y | +85.6% | +85.2% | +0.3% | -0.2% |
| 10Y | +262.7% | +428.5% | -165.8% | -13.8% |
| All | +262.7% | +425.2% | -162.5% | -13.8% |
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