+66.5%
SYF vs PL
+20.8%
+45.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.7% |
| 7D | -2.1% | -6.8% | +4.7% | -1.5% |
| 30D | +2.5% | -29.3% | +31.8% | +6.4% |
| 3M | -6.3% | -44.8% | +38.5% | -0.1% |
| 6M | -1.5% | -68.4% | +66.9% | +10.3% |
| YTD | -10.5% | -36.4% | +25.8% | -10.8% |
| 1Y | +1.5% | +0.7% | +0.8% | -6.3% |
| 3Y | +163.3% | +455.3% | -292.0% | +68.0% |
| All | +66.5% | +20.8% | +45.7% | +14.2% |
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