+0.6%
SYF vs IRE
-97.3%
+97.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -4.7% | -15.5% | +10.8% | -4.7% |
| 30D | +0.6% | -70.4% | +71.0% | +2.5% |
| 3M | -6.8% | -81.6% | +74.8% | -4.5% |
| 6M | +0.5% | -94.7% | +95.2% | +4.0% |
| YTD | -11.1% | -91.8% | +80.6% | -10.9% |
| 1Y | +1.3% | -97.6% | +98.9% | +5.1% |
| All | +0.6% | -97.3% | +97.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling