+91.8%
SYF vs AUR
-34.9%
+126.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | +2.6% | +19.2% | -16.6% | +0.5% |
| 30D | 0.0% | -7.8% | +7.8% | +0.8% |
| 3M | +11.9% | +4.0% | +7.9% | +10.9% |
| 6M | +18.9% | +45.0% | -26.1% | +12.4% |
| YTD | -4.6% | +69.5% | -74.1% | -11.6% |
| 1Y | +6.4% | +13.0% | -6.6% | +2.7% |
| 3Y | +167.2% | +90.4% | +76.8% | +129.2% |
| 5Y | +92.3% | -34.2% | +126.5% | +54.5% |
| All | +91.8% | -34.9% | +126.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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