+185.8%
SYF vs JAAA
+30.3%
+155.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.3% |
| 30D | +1.2% | +0.4% | +0.8% | -0.2% |
| 3M | -9.4% | +1.2% | -10.6% | -12.9% |
| 6M | +4.4% | +2.3% | +2.1% | -3.1% |
| YTD | -11.9% | +4.0% | -15.9% | -22.3% |
| 1Y | -0.4% | +4.8% | -5.2% | -14.2% |
| 3Y | +159.6% | +18.4% | +141.1% | +84.6% |
| 5Y | +60.9% | +27.5% | +33.4% | +3.1% |
| All | +185.8% | +30.3% | +155.5% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling