+186.5%
SYF vs AVAV
+358.8%
-172.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.6% |
| 30D | -1.1% | -9.9% | +8.9% | +0.3% |
| 3M | -7.9% | -34.7% | +26.8% | -1.0% |
| 6M | -1.1% | -26.6% | +25.5% | +1.7% |
| YTD | -12.6% | -48.9% | +36.4% | -5.7% |
| 1Y | -2.4% | -63.0% | +60.6% | +12.4% |
| 3Y | +156.6% | +1.6% | +155.1% | +117.0% |
| 5Y | +61.9% | +34.5% | +27.4% | +19.9% |
| 10Y | +186.5% | +359.3% | -172.8% | +42.3% |
| All | +186.5% | +358.8% | -172.3% | +42.3% |
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