+297.3%
SYF vs IRM
+611.4%
-314.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.2% | -5.1% | +0.9% | -2.3% |
| 30D | -1.1% | -3.3% | +2.2% | -0.1% |
| 3M | -7.9% | -8.2% | +0.3% | -5.0% |
| 6M | -1.1% | -12.8% | +11.7% | +4.2% |
| YTD | -12.6% | +36.6% | -49.2% | -27.0% |
| 1Y | -2.4% | +11.9% | -14.3% | -10.4% |
| 3Y | +156.6% | +105.1% | +51.5% | +64.0% |
| 5Y | +61.9% | +182.4% | -120.5% | -14.1% |
| 10Y | +186.5% | +505.1% | -318.7% | +2.3% |
| All | +297.3% | +611.4% | -314.1% | +33.3% |
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