+333.7%
SYF vs AZO
+463.5%
-129.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | 0.0% | -5.6% | +5.7% | +2.6% |
| 3M | +11.9% | -4.0% | +15.9% | +13.2% |
| 6M | +18.9% | -18.9% | +37.9% | +29.5% |
| YTD | -4.6% | -13.0% | +8.4% | -0.7% |
| 1Y | +6.4% | -30.4% | +36.8% | +22.9% |
| 3Y | +167.2% | +12.7% | +154.5% | +133.3% |
| 5Y | +92.3% | +89.6% | +2.7% | +20.6% |
| 10Y | +263.2% | +304.7% | -41.5% | +60.7% |
| All | +333.7% | +463.5% | -129.8% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling