+168.4%
SYF vs AR
+57.2%
+111.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -3.3% | +6.4% | -9.7% | -4.5% |
| 30D | -2.2% | +3.1% | -5.3% | -3.0% |
| 3M | -9.3% | +3.3% | -12.6% | -10.4% |
| 6M | +2.1% | +6.6% | -4.5% | -0.3% |
| YTD | -12.6% | +12.3% | -25.0% | -16.5% |
| 1Y | -3.4% | +12.3% | -15.8% | -7.9% |
| 3Y | +156.5% | +50.4% | +106.0% | +124.3% |
| 5Y | +59.6% | +101.0% | -41.4% | +26.5% |
| All | +168.4% | +57.2% | +111.2% | +66.1% |
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