+303.9%
SYF vs IT
+177.6%
+126.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.7% | -18.8% | +14.1% | +4.1% |
| 30D | +0.6% | -0.1% | +0.6% | -0.5% |
| 3M | -6.8% | +2.9% | -9.8% | -10.3% |
| 6M | +0.5% | +20.4% | -19.9% | -13.6% |
| YTD | -11.1% | -24.3% | +13.1% | -5.4% |
| 1Y | +1.3% | -17.2% | +18.4% | +2.3% |
| 3Y | +164.6% | -52.4% | +217.0% | +250.7% |
| 5Y | +65.2% | -43.7% | +108.9% | +90.1% |
| 10Y | +204.6% | +90.3% | +114.3% | +50.4% |
| All | +303.9% | +177.6% | +126.4% | +78.1% |
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