+308.6%
SYF vs IP
+26.0%
+282.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +1.0% |
| 7D | -3.8% | -5.0% | +1.2% | -0.9% |
| 30D | +2.6% | +6.5% | -3.9% | -1.4% |
| 3M | -6.5% | -18.0% | +11.5% | +4.1% |
| 6M | +0.8% | +10.3% | -9.5% | -7.1% |
| YTD | -10.1% | -9.9% | -0.2% | -9.0% |
| 1Y | +0.8% | -1.1% | +1.9% | -4.2% |
| 3Y | +158.8% | +13.0% | +145.8% | +108.0% |
| 5Y | +67.5% | -12.3% | +79.8% | +59.4% |
| 10Y | +230.0% | +26.8% | +203.1% | +140.2% |
| All | +308.6% | +26.0% | +282.6% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling