+101.2%
SYF vs AS
+134.9%
-33.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.1% | +6.9% | -9.1% | -3.8% |
| 30D | +2.5% | +16.0% | -13.5% | -1.4% |
| 3M | -6.3% | -12.8% | +6.6% | -3.3% |
| 6M | -1.5% | -15.4% | +13.9% | +2.2% |
| YTD | -10.5% | -15.7% | +5.2% | -7.6% |
| 1Y | +1.5% | +6.1% | -4.6% | -1.1% |
| All | +101.2% | +134.9% | -33.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling