+167.2%
SYF vs IRM
+101.2%
+65.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | 0.0% | -4.2% | +4.2% | +1.4% |
| 3M | +11.9% | -5.4% | +17.3% | +13.8% |
| 6M | +18.9% | +12.0% | +6.9% | +13.5% |
| YTD | -4.6% | +42.0% | -46.6% | -16.9% |
| 1Y | +6.4% | +29.9% | -23.5% | -5.0% |
| 3Y | +167.2% | +104.4% | +62.8% | +70.9% |
| All | +167.2% | +101.2% | +65.9% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling