+287.4%
SYF vs KEYS
+1,067.2%
-779.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -1.7% |
| 7D | -5.5% | +0.9% | -6.5% | -5.9% |
| 30D | -3.9% | -5.3% | +1.4% | -1.7% |
| 3M | +8.9% | +0.5% | +8.4% | +6.9% |
| 6M | +16.2% | +14.0% | +2.2% | +6.3% |
| YTD | -8.4% | +60.3% | -68.7% | -30.6% |
| 1Y | +2.6% | +91.3% | -88.7% | -29.2% |
| 3Y | +156.4% | +146.1% | +10.2% | +54.4% |
| 5Y | +78.2% | +80.8% | -2.6% | +21.4% |
| 10Y | +253.8% | +1,002.8% | -749.0% | +19.8% |
| All | +287.4% | +1,067.2% | -779.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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