+306.8%
SYF vs PAAS
+237.8%
+69.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -2.1% | +8.4% | -10.5% | -2.8% |
| 30D | +2.5% | -7.2% | +9.7% | +3.0% |
| 3M | -6.3% | -14.0% | +7.8% | -5.4% |
| 6M | -1.5% | -26.8% | +25.3% | +0.5% |
| YTD | -10.5% | -19.8% | +9.3% | -9.9% |
| 1Y | +1.5% | +22.8% | -21.3% | -1.2% |
| 3Y | +163.3% | +183.6% | -20.4% | +136.3% |
| 5Y | +66.8% | +73.8% | -7.1% | +52.4% |
| 10Y | +228.5% | +185.6% | +42.9% | +191.3% |
| All | +306.8% | +237.8% | +69.0% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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