+170.6%
SYF vs AR
+57.4%
+113.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +7.4% | -9.4% | -3.5% |
| 30D | +1.2% | +5.8% | -4.6% | -0.2% |
| 3M | -9.4% | +5.2% | -14.6% | -10.7% |
| 6M | +4.4% | +5.4% | -1.0% | +2.2% |
| YTD | -11.9% | +12.4% | -24.3% | -15.8% |
| 1Y | -0.4% | +12.8% | -13.2% | -5.1% |
| 3Y | +159.6% | +47.2% | +112.4% | +128.0% |
| 5Y | +60.9% | +101.1% | -40.3% | +27.5% |
| All | +170.6% | +57.4% | +113.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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