+308.6%
SYF vs KEY
+145.4%
+163.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | +0.7% |
| 7D | -3.8% | -2.5% | -1.3% | -2.1% |
| 30D | +2.6% | +4.1% | -1.4% | -0.3% |
| 3M | -6.5% | -8.4% | +1.8% | -0.8% |
| 6M | +0.8% | -2.3% | +3.1% | +2.6% |
| YTD | -10.1% | +4.6% | -14.7% | -12.8% |
| 1Y | +0.8% | +24.6% | -23.7% | -13.6% |
| 3Y | +158.8% | +112.8% | +46.1% | +53.2% |
| 5Y | +67.5% | +12.9% | +54.6% | +44.5% |
| 10Y | +230.0% | +126.7% | +103.3% | +69.3% |
| All | +308.6% | +145.4% | +163.2% | +96.6% |
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