+206.0%
SYF vs ATI
+1,119.3%
-913.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -2.7% |
| 7D | -4.3% | +6.0% | -10.3% | -6.7% |
| 30D | +1.0% | -3.6% | +4.7% | +1.7% |
| 3M | -6.4% | -18.9% | +12.5% | +0.6% |
| 6M | +1.0% | +16.7% | -15.7% | -7.5% |
| YTD | -10.7% | +61.1% | -71.8% | -29.3% |
| 1Y | +1.8% | +89.3% | -87.5% | -24.7% |
| 3Y | +165.8% | +333.3% | -167.5% | +30.8% |
| 5Y | +65.9% | +954.5% | -888.6% | -46.8% |
| 10Y | +206.0% | +1,067.0% | -861.0% | -22.8% |
| All | +206.0% | +1,119.3% | -913.3% | -22.8% |
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