+297.4%
SYF vs IBN
+320.8%
-23.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.6% |
| 7D | -4.2% | +15.8% | -20.0% | -10.6% |
| 30D | -1.1% | +25.1% | -26.1% | -11.0% |
| 3M | -7.9% | +16.0% | -23.8% | -14.2% |
| 6M | -1.1% | +32.8% | -33.9% | -13.3% |
| YTD | -12.6% | +18.0% | -30.6% | -19.4% |
| 1Y | -2.4% | +15.9% | -18.3% | -9.3% |
| 3Y | +156.6% | +57.6% | +99.0% | +103.8% |
| 5Y | +61.9% | +74.7% | -12.8% | +22.8% |
| 10Y | +186.5% | +373.9% | -187.5% | +45.6% |
| All | +297.4% | +320.8% | -23.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling