+340.9%
SYF vs IP
+37.1%
+303.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.2% |
| 7D | +2.4% | -5.3% | +7.7% | +5.6% |
| 30D | +0.8% | -10.9% | +11.7% | +7.6% |
| 3M | +13.4% | +11.2% | +2.2% | +5.0% |
| 6M | +16.3% | -10.2% | +26.6% | +20.4% |
| YTD | -3.0% | -2.0% | -1.0% | -5.9% |
| 1Y | +5.7% | -19.1% | +24.8% | +13.9% |
| 3Y | +160.1% | +20.9% | +139.3% | +102.1% |
| 5Y | +88.5% | -17.8% | +106.3% | +90.1% |
| 10Y | +263.1% | +23.5% | +239.6% | +162.4% |
| All | +340.9% | +37.1% | +303.8% | +206.6% |
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