+170.6%
SYF vs IAG
+389.3%
-218.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | -2.0% | -7.7% | +5.7% | -1.7% |
| 30D | +1.2% | +1.6% | -0.4% | +1.0% |
| 3M | -9.4% | -2.4% | -6.9% | -9.4% |
| 6M | +4.4% | -7.8% | +12.2% | +4.4% |
| YTD | -11.9% | +5.0% | -17.0% | -12.7% |
| 1Y | -0.4% | +25.7% | -26.1% | -2.0% |
| 3Y | +159.6% | +694.5% | -534.9% | +134.7% |
| 5Y | +60.9% | +421.7% | -360.8% | +42.6% |
| All | +170.6% | +389.3% | -218.7% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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