+305.8%
SYF vs IAG
+429.1%
-123.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -0.9% |
| 7D | -4.3% | +24.0% | -28.3% | -4.8% |
| 30D | +1.0% | +5.5% | -4.5% | +0.8% |
| 3M | -6.4% | +8.3% | -14.7% | -6.7% |
| 6M | +1.0% | +6.1% | -5.1% | +0.6% |
| YTD | -10.7% | +20.3% | -31.1% | -11.5% |
| 1Y | +1.8% | +56.5% | -54.7% | +0.3% |
| 3Y | +165.8% | +762.6% | -596.8% | +151.2% |
| 5Y | +65.9% | +546.3% | -480.3% | +54.5% |
| 10Y | +206.0% | +356.1% | -150.1% | +187.2% |
| All | +305.8% | +429.1% | -123.3% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling