+170.6%
SYF vs IT
+90.0%
+80.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.5% |
| 30D | +1.2% | -1.8% | +3.0% | +1.0% |
| 3M | -9.4% | +4.8% | -14.2% | -13.4% |
| 6M | +4.4% | +33.0% | -28.6% | -15.2% |
| YTD | -11.9% | -23.8% | +11.9% | -6.1% |
| 1Y | -0.4% | -16.5% | +16.1% | +0.4% |
| 3Y | +159.6% | -53.6% | +213.2% | +254.6% |
| 5Y | +60.9% | -42.1% | +103.0% | +82.3% |
| All | +170.6% | +90.0% | +80.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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