+168.4%
SYF vs IRM
+524.5%
-356.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.5% |
| 7D | -3.3% | +8.6% | -11.9% | -7.3% |
| 30D | -2.2% | 0.0% | -2.2% | -2.8% |
| 3M | -9.3% | -7.1% | -2.2% | -6.8% |
| 6M | +2.1% | -7.9% | +9.9% | +5.0% |
| YTD | -12.6% | +41.3% | -53.9% | -29.6% |
| 1Y | -3.4% | +20.7% | -24.2% | -15.6% |
| 3Y | +156.5% | +112.2% | +44.3% | +52.2% |
| 5Y | +59.6% | +191.2% | -131.6% | -23.7% |
| All | +168.4% | +524.5% | -356.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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