+204.6%
SYF vs IBB
+139.6%
+65.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.6% |
| 7D | -4.7% | +2.7% | -7.4% | -6.6% |
| 30D | +0.6% | +6.3% | -5.8% | -4.0% |
| 3M | -6.8% | +11.1% | -17.9% | -14.3% |
| 6M | +0.5% | +29.2% | -28.7% | -17.3% |
| YTD | -11.1% | +30.2% | -41.4% | -27.7% |
| 1Y | +1.3% | +39.5% | -38.2% | -21.7% |
| 3Y | +164.6% | +92.3% | +72.3% | +61.5% |
| 5Y | +65.2% | +43.0% | +22.2% | +22.4% |
| 10Y | +204.6% | +137.1% | +67.5% | +55.6% |
| All | +204.6% | +139.6% | +65.0% | +55.6% |
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