+204.6%
SYF vs KEY
+121.9%
+82.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -2.7% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | +0.6% | +7.2% | -6.6% | -4.6% |
| 3M | -6.8% | -4.9% | -1.9% | -3.6% |
| 6M | +0.5% | +1.1% | -0.5% | -0.2% |
| YTD | -11.1% | +6.8% | -17.9% | -15.3% |
| 1Y | +1.3% | +23.3% | -22.0% | -13.0% |
| 3Y | +164.6% | +126.1% | +38.6% | +46.8% |
| 5Y | +65.2% | +15.2% | +50.0% | +39.8% |
| 10Y | +204.6% | +113.6% | +91.0% | +41.2% |
| All | +204.6% | +121.9% | +82.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling