+170.6%
SYF vs KEY
+96.4%
+74.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -4.1% |
| 30D | +1.2% | +8.4% | -7.2% | -4.8% |
| 3M | -9.4% | -5.8% | -3.6% | -5.6% |
| 6M | +4.4% | +5.4% | -1.0% | +0.4% |
| YTD | -11.9% | +7.1% | -19.0% | -16.2% |
| 1Y | -0.4% | +26.8% | -27.2% | -16.2% |
| 3Y | +159.6% | +128.7% | +30.9% | +43.0% |
| 5Y | +60.9% | +13.6% | +47.2% | +37.8% |
| All | +170.6% | +96.4% | +74.2% | +39.0% |
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