+306.8%
SYF vs IRM
+584.1%
-277.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -2.1% | -8.6% | +6.5% | +1.6% |
| 30D | +2.5% | -8.0% | +10.5% | +6.0% |
| 3M | -6.3% | -12.0% | +5.7% | -1.3% |
| 6M | -1.5% | -18.2% | +16.7% | +7.0% |
| YTD | -10.5% | +31.4% | -41.9% | -23.8% |
| 1Y | +1.5% | +9.2% | -7.7% | -5.7% |
| 3Y | +163.3% | +94.6% | +68.7% | +72.7% |
| 5Y | +66.8% | +170.2% | -103.4% | -9.6% |
| 10Y | +228.5% | +464.3% | -235.8% | +20.3% |
| All | +306.8% | +584.1% | -277.3% | +39.1% |
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