+268.7%
SYF vs ATI
+1,072.6%
-803.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +2.6% | +3.2% | -0.6% | +1.3% |
| 30D | 0.0% | -9.0% | +9.0% | +3.7% |
| 3M | +11.9% | +15.1% | -3.2% | +4.8% |
| 6M | +18.9% | +38.1% | -19.2% | +2.3% |
| YTD | -4.6% | +80.7% | -85.2% | -26.8% |
| 1Y | +6.4% | +167.5% | -161.1% | -31.1% |
| 3Y | +167.2% | +366.0% | -198.8% | +30.4% |
| 5Y | +92.3% | +1,088.8% | -996.4% | -39.8% |
| All | +268.7% | +1,072.6% | -803.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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