+206.0%
SYF vs KEY
+121.9%
+84.1%
-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 | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | +1.0% | +7.2% | -6.2% | -4.2% |
| 3M | -6.4% | -4.9% | -1.5% | -3.2% |
| 6M | +1.0% | +1.1% | -0.1% | +0.2% |
| YTD | -10.7% | +6.8% | -17.5% | -14.9% |
| 1Y | +1.8% | +23.3% | -21.5% | -12.6% |
| 3Y | +165.8% | +126.1% | +39.8% | +47.5% |
| 5Y | +65.9% | +15.2% | +50.7% | +40.5% |
| 10Y | +206.0% | +113.6% | +92.4% | +41.8% |
| All | +206.0% | +121.9% | +84.1% | +41.8% |
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