+340.9%
SYF vs HIG
+421.4%
-80.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +0.8% | -3.2% | +4.1% | +3.1% |
| 3M | +13.4% | +9.1% | +4.3% | +5.4% |
| 6M | +16.3% | -1.8% | +18.1% | +16.7% |
| YTD | -3.0% | +1.8% | -4.8% | -5.3% |
| 1Y | +5.7% | +4.6% | +1.1% | +0.8% |
| 3Y | +160.1% | +101.6% | +58.5% | +50.5% |
| 5Y | +88.5% | +124.5% | -36.0% | +1.7% |
| 10Y | +263.1% | +317.8% | -54.7% | +28.6% |
| All | +340.9% | +421.4% | -80.5% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling