+300.4%
SYF vs INDA
+95.5%
+204.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -2.0% | +1.1% | -3.1% | -2.9% |
| 30D | +1.2% | +9.4% | -8.2% | -6.1% |
| 3M | -9.4% | +2.9% | -12.3% | -11.7% |
| 6M | +4.4% | +7.2% | -2.8% | -1.3% |
| YTD | -11.9% | -4.8% | -7.1% | -8.4% |
| 1Y | -0.4% | -5.1% | +4.7% | +3.7% |
| 3Y | +159.6% | +16.7% | +142.9% | +127.6% |
| 5Y | +60.9% | +8.8% | +52.1% | +50.2% |
| 10Y | +180.9% | +116.2% | +64.7% | +63.1% |
| All | +300.4% | +95.5% | +204.9% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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