+92.3%
SYF vs IT
-44.6%
+136.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +0.6% |
| 7D | +2.6% | -9.1% | +11.7% | +5.4% |
| 30D | 0.0% | -7.0% | +7.0% | +1.8% |
| 3M | +11.9% | +7.6% | +4.3% | +7.1% |
| 6M | +18.9% | +2.1% | +16.8% | +14.6% |
| YTD | -4.6% | -31.6% | +27.0% | +6.6% |
| 1Y | +6.4% | -29.9% | +36.3% | +16.7% |
| 3Y | +167.2% | -51.3% | +218.4% | +239.4% |
| 5Y | +92.3% | -44.8% | +137.1% | +118.5% |
| All | +92.3% | -44.6% | +136.9% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling