+167.2%
SYF vs HIG
+99.1%
+68.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +3.3% |
| 30D | 0.0% | -4.9% | +4.9% | +3.1% |
| 3M | +11.9% | +6.8% | +5.1% | +6.4% |
| 6M | +18.9% | -1.7% | +20.6% | +19.3% |
| YTD | -4.6% | -0.2% | -4.4% | -5.3% |
| 1Y | +6.4% | +5.7% | +0.7% | +1.1% |
| 3Y | +167.2% | +100.3% | +66.9% | +77.0% |
| All | +167.2% | +99.1% | +68.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling