+91.3%
SYF vs AVAV
+39.7%
+51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | +0.8% | -13.9% | +14.8% | +2.6% |
| 3M | +13.4% | -29.2% | +42.6% | +17.6% |
| 6M | +16.3% | -36.1% | +52.5% | +21.5% |
| YTD | -3.0% | -40.2% | +37.2% | +0.9% |
| 1Y | +5.7% | -36.2% | +41.9% | +7.5% |
| 3Y | +160.1% | +47.5% | +112.6% | +117.6% |
| All | +91.3% | +39.7% | +51.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling