+250.1%
SYF vs AZO
+296.8%
-46.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.9% | -3.6% | -1.3% | -3.3% |
| 30D | -4.3% | -5.6% | +1.2% | -1.8% |
| 3M | +5.5% | -6.6% | +12.2% | +8.1% |
| 6M | +17.5% | -22.5% | +40.0% | +30.8% |
| YTD | -7.8% | -15.2% | +7.4% | -2.9% |
| 1Y | +1.6% | -33.9% | +35.6% | +20.6% |
| 3Y | +154.8% | +11.8% | +143.0% | +121.9% |
| 5Y | +79.5% | +85.5% | -6.1% | +11.5% |
| All | +250.1% | +296.8% | -46.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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