+297.1%
SYF vs HIG
+415.8%
-118.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.3% | -0.1% | -3.1% | -3.2% |
| 30D | -2.2% | +4.4% | -6.5% | -5.4% |
| 3M | -9.3% | 0.0% | -9.4% | -9.8% |
| 6M | +2.1% | +3.8% | -1.7% | -2.0% |
| YTD | -12.6% | +0.7% | -13.3% | -14.4% |
| 1Y | -3.4% | +5.0% | -8.5% | -8.5% |
| 3Y | +156.5% | +95.3% | +61.1% | +51.5% |
| 5Y | +59.6% | +110.8% | -51.2% | -10.3% |
| 10Y | +178.6% | +261.9% | -83.3% | +5.7% |
| All | +297.1% | +415.8% | -118.7% | +30.9% |
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