+78.2%
SYF vs AU
+673.1%
-594.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.2% |
| 7D | -5.5% | -7.0% | +1.5% | -5.1% |
| 30D | -3.9% | +7.3% | -11.1% | -4.3% |
| 3M | +8.9% | +33.2% | -24.3% | +6.7% |
| 6M | +16.2% | -0.6% | +16.8% | +15.5% |
| YTD | -8.4% | +26.2% | -34.6% | -10.5% |
| 1Y | +2.6% | +68.3% | -65.6% | -1.5% |
| 3Y | +156.4% | +592.1% | -435.8% | +116.3% |
| 5Y | +78.2% | +685.3% | -607.1% | +49.9% |
| All | +78.2% | +673.1% | -594.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling