+340.9%
SYF vs ARMK
+234.4%
+106.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +2.4% | -2.4% | +4.8% | +3.8% |
| 30D | +0.8% | 0.0% | +0.8% | +0.5% |
| 3M | +13.4% | +6.7% | +6.7% | +8.9% |
| 6M | +16.3% | +38.8% | -22.5% | -4.4% |
| YTD | -3.0% | +55.2% | -58.2% | -25.4% |
| 1Y | +5.7% | +46.6% | -40.9% | -16.1% |
| 3Y | +160.1% | +112.9% | +47.2% | +64.1% |
| 5Y | +88.5% | +144.0% | -55.5% | +8.4% |
| 10Y | +263.1% | +132.4% | +130.6% | +100.9% |
| All | +340.9% | +234.4% | +106.5% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling