+262.7%
SYF vs IT
+88.4%
+174.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | -1.3% | -9.1% | +7.8% | +3.0% |
| 30D | -1.1% | -12.2% | +11.1% | +4.4% |
| 3M | +7.4% | +7.8% | -0.4% | -0.5% |
| 6M | +16.2% | +2.0% | +14.2% | +8.5% |
| YTD | -6.1% | -32.7% | +26.6% | +7.8% |
| 1Y | +3.4% | -31.1% | +34.5% | +15.6% |
| 3Y | +162.9% | -52.1% | +214.9% | +244.8% |
| 5Y | +85.6% | -46.3% | +131.9% | +117.2% |
| 10Y | +262.7% | +91.4% | +171.4% | +83.1% |
| All | +262.7% | +88.4% | +174.3% | +83.1% |
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