+340.9%
SYF vs IRM
+644.7%
-303.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | +0.8% | -8.1% | +8.9% | +4.8% |
| 3M | +13.4% | -9.7% | +23.1% | +18.6% |
| 6M | +16.3% | +10.0% | +6.3% | +9.8% |
| YTD | -3.0% | +43.0% | -46.0% | -20.1% |
| 1Y | +5.7% | +32.7% | -27.0% | -10.5% |
| 3Y | +160.1% | +102.7% | +57.4% | +68.9% |
| 5Y | +88.5% | +187.6% | -99.1% | -0.1% |
| 10Y | +263.1% | +420.1% | -157.0% | +34.1% |
| All | +340.9% | +644.7% | -303.8% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling