+61.9%
SYF vs IP
-11.1%
+72.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | -1.1% | +9.4% | -10.4% | -5.4% |
| 3M | -7.9% | -14.1% | +6.2% | -1.6% |
| 6M | -1.1% | +9.2% | -10.3% | -6.7% |
| YTD | -12.6% | -7.5% | -5.0% | -12.3% |
| 1Y | -2.4% | -2.8% | +0.4% | -4.9% |
| 3Y | +156.6% | +21.2% | +135.4% | +101.6% |
| 5Y | +61.9% | -11.5% | +73.4% | +65.4% |
| All | +61.9% | -11.1% | +72.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling