+218.5%
SYF vs P
+713.7%
-495.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.3% |
| 7D | -2.1% | -23.8% | +21.7% | +4.1% |
| 30D | +2.5% | -36.6% | +39.1% | +13.7% |
| 3M | -6.3% | +10.9% | -17.1% | -11.5% |
| 6M | -1.5% | +30.0% | -31.4% | -13.0% |
| YTD | -10.5% | +44.4% | -54.9% | -24.6% |
| 1Y | +1.5% | +3.9% | -2.4% | -7.9% |
| 3Y | +163.3% | +176.6% | -13.3% | +60.8% |
| 5Y | +66.8% | +249.3% | -182.5% | -10.3% |
| All | +218.5% | +713.7% | -495.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling