+92.3%
SYF vs IBN
+56.7%
+35.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.2% |
| 7D | +2.6% | -2.2% | +4.8% | +3.9% |
| 30D | 0.0% | -2.3% | +2.3% | +1.3% |
| 3M | +11.9% | +15.9% | -3.9% | +3.0% |
| 6M | +18.9% | +5.6% | +13.3% | +15.1% |
| YTD | -4.6% | -0.1% | -4.5% | -4.9% |
| 1Y | +6.4% | -6.5% | +12.9% | +9.6% |
| 3Y | +167.2% | +29.3% | +137.9% | +118.2% |
| 5Y | +92.3% | +56.6% | +35.8% | +33.4% |
| All | +92.3% | +56.7% | +35.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling