+90.3%
SYF vs IOT
+61.4%
+28.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.6% |
| 7D | +2.4% | -2.3% | +4.7% | +2.7% |
| 30D | +0.8% | +3.8% | -3.0% | -0.1% |
| 3M | +13.4% | +14.2% | -0.8% | +9.8% |
| 6M | +16.3% | +40.1% | -23.8% | +6.6% |
| YTD | -3.0% | +13.4% | -16.4% | -7.6% |
| 1Y | +5.7% | +12.2% | -6.5% | +0.1% |
| 3Y | +160.1% | +30.0% | +130.1% | +132.4% |
| All | +90.3% | +61.4% | +28.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling