+170.6%
SYF vs P
+652.0%
-481.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -2.0% | +11.6% | -13.6% | -4.8% |
| 30D | +1.2% | -23.7% | +24.9% | +7.0% |
| 3M | -9.4% | -8.0% | -1.4% | -9.7% |
| 6M | +4.4% | +27.9% | -23.5% | -6.8% |
| YTD | -11.9% | +61.2% | -73.1% | -27.8% |
| 1Y | -0.4% | +28.6% | -29.0% | -14.8% |
| 3Y | +159.6% | +200.5% | -40.9% | +56.0% |
| 5Y | +60.9% | +282.9% | -222.1% | -15.0% |
| All | +170.6% | +652.0% | -481.4% | +2.1% |
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