+180.0%
SYF vs P
+686.0%
-506.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.7% |
| 7D | -3.6% | -4.7% | +1.1% | -2.9% |
| 30D | -1.7% | -31.4% | +29.7% | +6.7% |
| 3M | -7.8% | -2.6% | -5.2% | -9.5% |
| 6M | +3.4% | +21.9% | -18.6% | -6.6% |
| YTD | -12.2% | +58.9% | -71.1% | -27.8% |
| 1Y | -1.6% | +21.7% | -23.3% | -14.4% |
| 3Y | +157.8% | +193.3% | -35.5% | +55.9% |
| 5Y | +61.9% | +275.1% | -213.2% | -14.0% |
| 10Y | +180.0% | +655.3% | -475.3% | +9.1% |
| All | +180.0% | +686.0% | -506.0% | +9.1% |
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