+66.5%
SYF vs COMP
-17.6%
+84.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -2.2% |
| 7D | -2.1% | +13.4% | -15.6% | -4.4% |
| 30D | +2.5% | +11.1% | -8.6% | +0.3% |
| 3M | -6.3% | -18.8% | +12.6% | -3.6% |
| 6M | -1.5% | +10.5% | -12.0% | -4.0% |
| YTD | -10.5% | -3.4% | -7.1% | -12.0% |
| 1Y | +1.5% | +19.7% | -18.2% | -3.7% |
| 3Y | +163.3% | +381.6% | -218.3% | +89.8% |
| All | +66.5% | -17.6% | +84.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling