+117.4%
SYF vs PL
+84.9%
+32.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +2.4% | -9.3% | +11.7% | +3.5% |
| 30D | +0.8% | -18.9% | +19.8% | +3.2% |
| 3M | +13.4% | -58.4% | +71.8% | +24.1% |
| 6M | +16.3% | -30.3% | +46.7% | +17.1% |
| YTD | -3.0% | -8.1% | +5.1% | -6.9% |
| 1Y | +5.7% | +180.5% | -174.8% | -16.5% |
| 3Y | +160.1% | +444.1% | -284.0% | +67.8% |
| 5Y | +88.5% | +83.0% | +5.5% | +23.3% |
| All | +117.4% | +84.9% | +32.5% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling