+316.2%
SYF vs IDXX
+703.1%
-386.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | -5.5% | -4.3% | -1.2% | -4.1% |
| 30D | -3.9% | -13.7% | +9.8% | +1.1% |
| 3M | +8.9% | -9.1% | +18.0% | +12.3% |
| 6M | +16.2% | -15.4% | +31.6% | +22.7% |
| YTD | -8.4% | -25.1% | +16.7% | +0.7% |
| 1Y | +2.6% | -20.6% | +23.2% | +10.0% |
| 3Y | +156.4% | +8.7% | +147.6% | +136.3% |
| 5Y | +78.2% | -25.7% | +103.9% | +80.4% |
| 10Y | +253.8% | +360.6% | -106.8% | +102.0% |
| All | +316.2% | +703.1% | -386.9% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling