+170.6%
SYF vs AVAV
+315.4%
-144.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.3% |
| 7D | -2.0% | +4.2% | -6.2% | -3.0% |
| 30D | +1.2% | -2.6% | +3.8% | +1.1% |
| 3M | -9.4% | -38.0% | +28.6% | -1.6% |
| 6M | +4.4% | -27.0% | +31.4% | +7.3% |
| YTD | -11.9% | -51.4% | +39.5% | -4.1% |
| 1Y | -0.4% | -60.2% | +59.8% | +12.6% |
| 3Y | +159.6% | -6.7% | +166.2% | +123.6% |
| 5Y | +60.9% | +28.3% | +32.6% | +20.3% |
| All | +170.6% | +315.4% | -144.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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