+167.2%
SYF vs JAAA
+18.9%
+148.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.6% | +0.1% | +2.5% | +1.8% |
| 30D | 0.0% | +0.5% | -0.4% | -3.7% |
| 3M | +11.9% | +1.2% | +10.7% | +1.0% |
| 6M | +18.9% | +2.8% | +16.1% | -6.2% |
| YTD | -4.6% | +3.2% | -7.8% | -26.5% |
| 1Y | +6.4% | +4.8% | +1.5% | -28.1% |
| 3Y | +167.2% | +19.0% | +148.2% | +14.5% |
| All | +167.2% | +18.9% | +148.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling