+333.7%
SYF vs AU
+654.0%
-320.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | 0.0% | +12.8% | -12.7% | -0.2% |
| 3M | +11.9% | +28.5% | -16.5% | +11.3% |
| 6M | +18.9% | +4.8% | +14.1% | +18.5% |
| YTD | -4.6% | +31.0% | -35.5% | -5.3% |
| 1Y | +6.4% | +81.4% | -75.1% | +5.1% |
| 3Y | +167.2% | +618.4% | -451.3% | +157.4% |
| 5Y | +92.3% | +686.3% | -594.0% | +84.4% |
| 10Y | +263.2% | +664.5% | -401.3% | +261.2% |
| All | +333.7% | +654.0% | -320.3% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling