+208.2%
SYF vs AR
+47.5%
+160.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.7% | -14.3% | +12.6% | +1.4% |
| 30D | +3.0% | +1.4% | +1.5% | +2.5% |
| 3M | -5.8% | +3.4% | -9.2% | -7.0% |
| 6M | -1.0% | -2.1% | +1.1% | -1.6% |
| YTD | -10.1% | +4.7% | -14.8% | -12.8% |
| 1Y | +2.0% | +10.6% | -8.6% | -2.5% |
| 3Y | +164.5% | +24.6% | +139.9% | +140.7% |
| 5Y | +67.5% | +71.9% | -4.4% | +37.1% |
| All | +208.2% | +47.5% | +160.6% | +96.3% |
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