+306.8%
SYF vs AR
-37.8%
+344.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.1% | -14.3% | +12.1% | +0.7% |
| 30D | +2.5% | +1.4% | +1.1% | +2.1% |
| 3M | -6.3% | +3.4% | -9.6% | -7.3% |
| 6M | -1.5% | -2.1% | +0.6% | -2.0% |
| YTD | -10.5% | +4.7% | -15.2% | -12.9% |
| 1Y | +1.5% | +10.6% | -9.1% | -2.6% |
| 3Y | +163.3% | +24.6% | +138.7% | +141.9% |
| 5Y | +66.8% | +71.9% | -5.1% | +39.6% |
| 10Y | +228.5% | +46.4% | +182.1% | +96.9% |
| All | +306.8% | -37.8% | +344.6% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling