+100.6%
SYF vs COMP
-56.6%
+157.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | 0.0% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | +2.6% | -0.8% | +3.4% | +2.5% |
| 3M | -6.5% | -28.1% | +21.6% | -1.9% |
| 6M | +0.8% | +27.0% | -26.2% | -4.2% |
| YTD | -10.1% | -12.8% | +2.7% | -10.1% |
| 1Y | +0.8% | +4.9% | -4.1% | -2.1% |
| 3Y | +158.8% | +321.0% | -162.2% | +92.7% |
| 5Y | +67.5% | -25.6% | +93.1% | +39.7% |
| All | +100.6% | -56.6% | +157.2% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling