+67.5%
SYF vs PL
+11.6%
+55.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.8% | -0.1% |
| 7D | -3.8% | -20.5% | +16.8% | -1.3% |
| 30D | +2.6% | -38.8% | +41.4% | +8.4% |
| 3M | -6.5% | -49.1% | +42.6% | +0.6% |
| 6M | +0.8% | -69.4% | +70.2% | +13.3% |
| YTD | -10.1% | -42.3% | +32.2% | -9.3% |
| 1Y | +0.8% | -14.2% | +15.0% | -4.9% |
| 3Y | +158.8% | +398.7% | -239.9% | +67.4% |
| 5Y | +67.5% | +11.1% | +56.4% | +15.9% |
| All | +67.5% | +11.6% | +55.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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