+102.1%
SYF vs AS
+133.7%
-31.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -3.8% | +7.1% | -10.9% | -5.5% |
| 30D | +2.6% | +12.8% | -10.2% | -0.5% |
| 3M | -6.5% | -14.7% | +8.2% | -3.1% |
| 6M | +0.8% | -9.9% | +10.8% | +2.9% |
| YTD | -10.1% | -16.1% | +6.0% | -7.1% |
| 1Y | +0.8% | +0.2% | +0.7% | -0.4% |
| All | +102.1% | +133.7% | -31.6% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling