+74.4%
SYF vs IDXX
-26.5%
+101.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.9% | -5.7% | +0.8% | -2.9% |
| 30D | -4.3% | -11.5% | +7.2% | -0.1% |
| 3M | +5.5% | -9.5% | +15.1% | +9.0% |
| 6M | +17.5% | -16.0% | +33.5% | +24.5% |
| YTD | -7.8% | -25.4% | +17.6% | +1.7% |
| 1Y | +1.6% | -21.8% | +23.4% | +9.6% |
| 3Y | +154.8% | +7.0% | +147.8% | +132.5% |
| All | +74.4% | -26.5% | +101.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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