+61.0%
SYF vs ARMK
+106.7%
-45.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -3.6% |
| 30D | +1.2% | -1.5% | +2.7% | +1.5% |
| 3M | -9.4% | -11.6% | +2.2% | -3.1% |
| 6M | +4.4% | +6.7% | -2.3% | -1.0% |
| YTD | -11.9% | +47.4% | -59.3% | -32.6% |
| 1Y | -0.4% | +41.5% | -41.9% | -21.8% |
| 3Y | +159.6% | +95.5% | +64.0% | +60.8% |
| All | +61.0% | +106.7% | -45.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 5y: compounded portfolio wealth divided by compounded ARMK 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…
5y analysis · Full analysis span regression · 6 months rolling