-1.5%
SYF vs AVAV
-32.4%
+31.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -0.9% |
| 7D | -2.1% | -10.6% | +8.4% | -1.7% |
| 30D | +2.5% | -18.8% | +21.3% | +3.3% |
| 3M | -6.3% | -34.1% | +27.8% | -4.9% |
| 6M | -1.5% | -35.3% | +33.9% | +0.5% |
| All | -1.5% | -32.4% | +31.0% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling