+168.4%
SYF vs IBB
+127.7%
+40.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.0% |
| 7D | -3.3% | +1.6% | -4.9% | -4.4% |
| 30D | -2.2% | +6.7% | -8.9% | -6.9% |
| 3M | -9.3% | +6.3% | -15.7% | -14.1% |
| 6M | +2.1% | +23.9% | -21.9% | -13.6% |
| YTD | -12.6% | +26.6% | -39.2% | -27.5% |
| 1Y | -3.4% | +29.6% | -33.1% | -21.4% |
| 3Y | +156.5% | +86.1% | +70.4% | +60.3% |
| 5Y | +59.6% | +40.3% | +19.2% | +19.8% |
| All | +168.4% | +127.7% | +40.6% | +40.3% |
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