+299.1%
SYF vs INDA
+96.0%
+203.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -3.6% | +3.1% | -6.7% | -6.0% |
| 30D | -1.7% | +11.3% | -13.0% | -10.1% |
| 3M | -7.8% | +3.0% | -10.8% | -10.2% |
| 6M | +3.4% | +6.5% | -3.2% | -1.9% |
| YTD | -12.2% | -4.6% | -7.6% | -8.9% |
| 1Y | -1.6% | -5.8% | +4.2% | +3.1% |
| 3Y | +157.8% | +16.8% | +141.0% | +125.8% |
| 5Y | +61.9% | +10.4% | +51.5% | +49.5% |
| 10Y | +180.0% | +116.8% | +63.2% | +62.2% |
| All | +299.1% | +96.0% | +203.1% | +134.7% |
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