+92.3%
SYF vs ARMK
+148.1%
-55.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | +2.6% | +1.7% | +0.9% | +1.6% |
| 30D | 0.0% | +3.1% | -3.1% | -2.1% |
| 3M | +11.9% | +9.2% | +2.7% | +5.7% |
| 6M | +18.9% | +43.7% | -24.8% | -5.7% |
| YTD | -4.6% | +57.4% | -62.0% | -28.8% |
| 1Y | +6.4% | +51.9% | -45.5% | -18.9% |
| 3Y | +167.2% | +125.4% | +41.8% | +54.6% |
| 5Y | +92.3% | +149.1% | -56.7% | +1.1% |
| All | +92.3% | +148.1% | -55.8% | +1.1% |
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