+209.2%
SYF vs P
+485.4%
-276.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +2.4% | +6.5% | -4.1% | +0.8% |
| 30D | +0.8% | +18.8% | -18.0% | -4.2% |
| 3M | +13.4% | +26.7% | -13.3% | +4.9% |
| 6M | +16.3% | +62.2% | -45.8% | -0.8% |
| YTD | -3.0% | +48.5% | -51.5% | -16.3% |
| 1Y | +5.7% | +26.4% | -20.7% | -7.0% |
| 3Y | +160.1% | +159.4% | +0.7% | +72.4% |
| 5Y | +88.5% | +275.8% | -187.3% | +7.4% |
| 10Y | +263.1% | +732.0% | -469.0% | +57.0% |
| All | +209.2% | +485.4% | -276.2% | +36.0% |
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