+186.5%
SYF vs IT
+88.3%
+98.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -4.2% | -7.5% | +3.3% | -0.8% |
| 30D | -1.1% | -1.2% | +0.1% | -1.6% |
| 3M | -7.9% | -2.2% | -5.7% | -9.1% |
| 6M | -1.1% | +19.1% | -20.2% | -14.9% |
| YTD | -12.6% | -25.1% | +12.5% | -6.1% |
| 1Y | -2.4% | -17.4% | +15.0% | -1.2% |
| 3Y | +156.6% | -54.1% | +210.7% | +251.8% |
| 5Y | +61.9% | -42.7% | +104.6% | +83.9% |
| 10Y | +186.5% | +88.1% | +98.3% | +31.0% |
| All | +186.5% | +88.3% | +98.2% | +31.0% |
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