+306.8%
SYF vs ATI
+381.4%
-74.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.9% |
| 7D | -2.1% | +6.2% | -8.3% | -4.2% |
| 30D | +2.5% | -7.1% | +9.6% | +4.4% |
| 3M | -6.3% | -21.3% | +15.1% | +0.5% |
| 6M | -1.5% | +6.5% | -7.9% | -5.2% |
| YTD | -10.5% | +53.2% | -63.7% | -24.4% |
| 1Y | +1.5% | +82.7% | -81.2% | -19.1% |
| 3Y | +163.3% | +314.3% | -151.0% | +53.6% |
| 5Y | +66.8% | +890.9% | -824.2% | -28.7% |
| 10Y | +228.5% | +1,142.3% | -913.8% | +18.9% |
| All | +306.8% | +381.4% | -74.6% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling