-0.8%
SYF vs P
+10.7%
-11.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.0% |
| 7D | -4.7% | -9.6% | +4.9% | -4.3% |
| 30D | +0.6% | -33.4% | +34.0% | +2.5% |
| 3M | -6.8% | +14.2% | -21.0% | -7.9% |
| 6M | +0.5% | +31.6% | -31.0% | -1.8% |
| YTD | -11.1% | +53.5% | -64.6% | -14.4% |
| All | -0.8% | +10.7% | -11.4% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling