+299.1%
SYF vs IT
+180.4%
+118.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.5% |
| 7D | -3.6% | -6.8% | +3.3% | -0.5% |
| 30D | -1.7% | -0.6% | -1.2% | -2.5% |
| 3M | -7.8% | +3.1% | -10.9% | -11.1% |
| 6M | +3.4% | +25.5% | -22.1% | -13.1% |
| YTD | -12.2% | -23.5% | +11.3% | -6.9% |
| 1Y | -1.6% | -16.6% | +15.1% | -0.8% |
| 3Y | +157.8% | -53.1% | +210.9% | +245.4% |
| 5Y | +61.9% | -41.4% | +103.3% | +82.0% |
| 10Y | +180.0% | +90.9% | +89.1% | +38.0% |
| All | +299.1% | +180.4% | +118.7% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling