+297.1%
SYF vs KEY
+149.8%
+147.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -3.3% | +1.8% | -5.0% | -4.5% |
| 30D | -2.2% | +7.1% | -9.3% | -7.0% |
| 3M | -9.3% | -5.9% | -3.4% | -5.6% |
| 6M | +2.1% | +2.2% | -0.1% | +0.5% |
| YTD | -12.6% | +6.4% | -19.0% | -16.3% |
| 1Y | -3.4% | +24.8% | -28.2% | -17.3% |
| 3Y | +156.5% | +125.2% | +31.3% | +45.9% |
| 5Y | +59.6% | +13.0% | +46.6% | +37.6% |
| 10Y | +178.6% | +98.5% | +80.2% | +51.8% |
| All | +297.1% | +149.8% | +147.4% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling