+306.8%
SYF vs ARMK
+209.5%
+97.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.9% |
| 7D | -2.1% | -2.6% | +0.5% | -0.9% |
| 30D | +2.5% | -5.2% | +7.7% | +5.2% |
| 3M | -6.3% | -6.5% | +0.2% | -3.5% |
| 6M | -1.5% | +15.3% | -16.7% | -10.3% |
| YTD | -10.5% | +43.6% | -54.1% | -28.5% |
| 1Y | +1.5% | +42.1% | -40.5% | -18.4% |
| 3Y | +163.3% | +94.0% | +69.3% | +74.2% |
| 5Y | +66.8% | +96.3% | -29.5% | +8.0% |
| 10Y | +228.5% | +126.7% | +101.8% | +85.1% |
| All | +306.8% | +209.5% | +97.4% | +118.8% |
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 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