+306.8%
SYF vs IBB
+158.5%
+148.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.2% |
| 30D | +2.5% | +5.1% | -2.5% | -0.9% |
| 3M | -6.3% | +10.7% | -17.0% | -12.7% |
| 6M | -1.5% | +22.9% | -24.3% | -14.2% |
| YTD | -10.5% | +26.7% | -37.2% | -23.8% |
| 1Y | +1.5% | +35.1% | -33.6% | -17.1% |
| 3Y | +163.3% | +80.2% | +83.1% | +79.8% |
| 5Y | +66.8% | +37.8% | +28.9% | +31.8% |
| 10Y | +228.5% | +161.2% | +67.3% | +86.4% |
| All | +306.8% | +158.5% | +148.3% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling