+167.2%
SYF vs IAG
+797.8%
-630.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | +2.6% | +4.3% | -1.6% | +2.4% |
| 30D | 0.0% | +9.8% | -9.7% | -0.4% |
| 3M | +11.9% | +28.9% | -17.0% | +10.5% |
| 6M | +18.9% | -7.6% | +26.5% | +18.3% |
| YTD | -4.6% | +22.0% | -26.5% | -6.0% |
| 1Y | +6.4% | +99.5% | -93.1% | +2.7% |
| 3Y | +167.2% | +818.3% | -651.1% | +136.9% |
| All | +167.2% | +797.8% | -630.6% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling