+186.5%
SYF vs P
+449.6%
-263.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.4% | +15.1% | +2.7% |
| 7D | -3.8% | -31.9% | +28.1% | +4.8% |
| 30D | +2.6% | -36.5% | +39.2% | +13.1% |
| 3M | -6.5% | +11.6% | -18.1% | -11.6% |
| 6M | +0.8% | +25.2% | -24.4% | -9.5% |
| YTD | -10.1% | +39.4% | -49.6% | -22.7% |
| 1Y | +0.8% | -3.7% | +4.5% | -6.0% |
| 3Y | +158.8% | +167.3% | -8.4% | +66.5% |
| 5Y | +67.5% | +237.3% | -169.8% | -3.6% |
| 10Y | +230.0% | +698.6% | -468.7% | +42.1% |
| All | +186.5% | +449.6% | -263.1% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling