+308.6%
SYF vs AVAV
+216.0%
+92.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.8% | +8.6% | +0.6% |
| 7D | -3.8% | -24.3% | +20.6% | +1.2% |
| 30D | +2.6% | -28.9% | +31.5% | +9.1% |
| 3M | -6.5% | -39.3% | +32.7% | +1.8% |
| 6M | +0.8% | -38.8% | +39.6% | +7.4% |
| YTD | -10.1% | -57.8% | +47.7% | +0.6% |
| 1Y | +0.8% | -70.9% | +71.7% | +21.4% |
| 3Y | +158.8% | -14.8% | +173.6% | +129.5% |
| 5Y | +67.5% | +7.3% | +60.2% | +33.0% |
| 10Y | +230.0% | +325.3% | -95.4% | +89.0% |
| All | +308.6% | +216.0% | +92.6% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling