+91.3%
SYF vs P
+276.6%
-185.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.4% | +6.5% | -4.1% | +1.1% |
| 30D | +0.8% | +18.8% | -18.0% | -3.1% |
| 3M | +13.4% | +26.7% | -13.3% | +6.8% |
| 6M | +16.3% | +62.2% | -45.8% | +2.4% |
| YTD | -3.0% | +48.5% | -51.5% | -13.8% |
| 1Y | +5.7% | +26.4% | -20.7% | -4.6% |
| 3Y | +160.1% | +159.4% | +0.7% | +81.6% |
| All | +91.3% | +276.6% | -185.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling