+247.6%
SYF vs HIG
+315.0%
-67.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | -5.5% | -2.3% | -3.2% | -3.9% |
| 30D | -3.9% | -1.2% | -2.7% | -3.1% |
| 3M | +8.9% | +6.3% | +2.6% | +3.1% |
| 6M | +16.2% | +0.6% | +15.6% | +14.4% |
| YTD | -8.4% | +0.6% | -9.1% | -10.0% |
| 1Y | +2.6% | +6.1% | -3.5% | -3.5% |
| 3Y | +156.4% | +102.0% | +54.4% | +43.9% |
| 5Y | +78.2% | +119.2% | -41.0% | -5.5% |
| All | +247.6% | +315.0% | -67.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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