+163.3%
SYF vs AME
+62.2%
+101.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -2.3% |
| 7D | -2.1% | -5.2% | +3.0% | +1.2% |
| 30D | +2.5% | -8.0% | +10.5% | +8.2% |
| 3M | -6.3% | -8.9% | +2.6% | -0.6% |
| 6M | -1.5% | -5.0% | +3.5% | +0.8% |
| YTD | -10.5% | +11.9% | -22.4% | -20.9% |
| 1Y | +1.5% | +16.6% | -15.1% | -13.4% |
| 3Y | +163.3% | +62.5% | +100.8% | +80.4% |
| All | +163.3% | +62.2% | +101.0% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling