+161.6%
SYF vs BOXX
+18.4%
+143.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | +7.4% | +1.0% | +6.4% | +7.2% |
| 6M | +16.2% | +1.9% | +14.3% | +16.3% |
| YTD | -6.1% | +2.6% | -8.8% | -5.6% |
| 1Y | +3.4% | +4.0% | -0.6% | +5.5% |
| 3Y | +162.9% | +14.6% | +148.2% | +308.3% |
| All | +161.6% | +18.4% | +143.2% | +636.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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