+163.6%
SYF vs IOT
+29.6%
+134.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.6% | +2.8% | -0.2% | +2.0% |
| 30D | 0.0% | -1.8% | +1.8% | +0.2% |
| 3M | +11.9% | +17.9% | -6.0% | +7.4% |
| 6M | +18.9% | +13.5% | +5.4% | +14.0% |
| YTD | -4.6% | +13.3% | -17.8% | -9.2% |
| 1Y | +6.4% | -3.3% | +9.7% | +4.5% |
| All | +163.6% | +29.6% | +134.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling