+340.9%
SYF vs KEY
+159.7%
+181.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +0.8% |
| 30D | +0.8% | -3.0% | +3.9% | +3.0% |
| 3M | +13.4% | +3.3% | +10.1% | +11.1% |
| 6M | +16.3% | +9.2% | +7.1% | +9.6% |
| YTD | -3.0% | +10.6% | -13.7% | -9.4% |
| 1Y | +5.7% | +20.4% | -14.7% | -7.1% |
| 3Y | +160.1% | +121.8% | +38.3% | +48.7% |
| 5Y | +88.5% | +41.1% | +47.4% | +38.4% |
| 10Y | +263.1% | +168.5% | +94.5% | +69.4% |
| All | +340.9% | +159.7% | +181.2% | +104.2% |
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