+95.0%
SYF vs COMP
-52.8%
+147.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -3.3% | +8.9% | -12.1% | -4.7% |
| 30D | -2.2% | +14.0% | -16.1% | -4.6% |
| 3M | -9.3% | -21.1% | +11.8% | -6.4% |
| 6M | +2.1% | +20.1% | -18.0% | -1.8% |
| YTD | -12.6% | -5.0% | -7.6% | -13.9% |
| 1Y | -3.4% | +5.7% | -9.1% | -6.5% |
| 3Y | +156.5% | +412.2% | -255.8% | +84.9% |
| 5Y | +59.6% | -12.1% | +71.7% | +30.2% |
| All | +95.0% | -52.8% | +147.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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