+67.5%
SYF vs IP
-12.5%
+80.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +0.6% |
| 7D | -3.8% | -5.0% | +1.2% | -1.5% |
| 30D | +2.6% | +6.5% | -3.9% | -0.6% |
| 3M | -6.5% | -18.0% | +11.5% | +2.0% |
| 6M | +0.8% | +10.3% | -9.5% | -5.4% |
| YTD | -10.1% | -9.9% | -0.2% | -8.7% |
| 1Y | +0.8% | -1.1% | +1.9% | -3.0% |
| 3Y | +158.8% | +13.0% | +145.8% | +113.1% |
| 5Y | +67.5% | -12.3% | +79.8% | +70.5% |
| All | +67.5% | -12.5% | +80.0% | +70.5% |
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