+262.7%
SYF vs AR
+43.0%
+219.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | -1.1% | +5.5% | -6.6% | -2.3% |
| 3M | +7.4% | +12.9% | -5.5% | +4.2% |
| 6M | +16.2% | +0.1% | +16.1% | +15.0% |
| YTD | -6.1% | +13.5% | -19.7% | -10.1% |
| 1Y | +3.4% | +21.6% | -18.2% | -3.1% |
| 3Y | +162.9% | +46.0% | +116.9% | +131.7% |
| 5Y | +85.6% | +143.7% | -58.2% | +41.6% |
| 10Y | +262.7% | +44.3% | +218.4% | +125.3% |
| All | +262.7% | +43.0% | +219.7% | +125.3% |
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