+340.9%
SYF vs IT
+170.9%
+170.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +2.2% |
| 7D | +2.4% | -6.0% | +8.4% | +5.2% |
| 30D | +0.8% | 0.0% | +0.8% | +0.2% |
| 3M | +13.4% | +13.1% | +0.3% | +3.2% |
| 6M | +16.3% | +11.7% | +4.6% | +4.4% |
| YTD | -3.0% | -26.1% | +23.1% | +6.3% |
| 1Y | +5.7% | -21.3% | +27.0% | +10.3% |
| 3Y | +160.1% | -46.7% | +206.9% | +222.6% |
| 5Y | +88.5% | -40.5% | +129.0% | +110.6% |
| 10Y | +263.1% | +103.9% | +159.2% | +78.5% |
| All | +340.9% | +170.9% | +170.0% | +100.0% |
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 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