+262.9%
SYF vs IBB
+129.6%
+133.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +2.4% | +1.4% | +1.0% | +1.4% |
| 30D | +0.8% | +10.5% | -9.6% | -6.3% |
| 3M | +13.4% | +23.6% | -10.2% | -2.8% |
| 6M | +16.3% | +22.6% | -6.3% | 0.0% |
| YTD | -3.0% | +25.7% | -28.7% | -18.4% |
| 1Y | +5.7% | +51.4% | -45.7% | -22.4% |
| 3Y | +160.1% | +64.4% | +95.7% | +79.4% |
| 5Y | +88.5% | +22.1% | +66.4% | +57.0% |
| All | +262.9% | +129.6% | +133.3% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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