+306.8%
SYF vs KEY
+144.1%
+162.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -2.1% | -1.3% | -0.9% | -1.3% |
| 30D | +2.5% | +5.1% | -2.6% | -1.2% |
| 3M | -6.3% | -7.1% | +0.8% | -1.4% |
| 6M | -1.5% | -4.4% | +2.9% | +1.8% |
| YTD | -10.5% | +4.0% | -14.5% | -12.8% |
| 1Y | +1.5% | +23.4% | -21.9% | -12.4% |
| 3Y | +163.3% | +113.9% | +49.4% | +55.3% |
| 5Y | +66.8% | +12.3% | +54.4% | +44.4% |
| 10Y | +228.5% | +125.5% | +103.0% | +69.2% |
| All | +306.8% | +144.1% | +162.7% | +96.5% |
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