+340.9%
SYF vs AME
+417.1%
-76.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.2% |
| 7D | +2.4% | +0.6% | +1.8% | +1.8% |
| 30D | +0.8% | -6.7% | +7.5% | +6.9% |
| 3M | +13.4% | +4.1% | +9.3% | +9.1% |
| 6M | +16.3% | +1.6% | +14.8% | +13.6% |
| YTD | -3.0% | +16.1% | -19.2% | -15.9% |
| 1Y | +5.7% | +27.3% | -21.6% | -15.8% |
| 3Y | +160.1% | +50.9% | +109.2% | +78.0% |
| 5Y | +88.5% | +81.4% | +7.1% | +9.2% |
| 10Y | +263.1% | +417.0% | -153.9% | +5.8% |
| All | +340.9% | +417.1% | -76.2% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling