+250.1%
SYF vs PSLV
+190.6%
+59.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.9% | -3.5% | -1.5% | -4.5% |
| 30D | -4.3% | -2.1% | -2.2% | -4.1% |
| 3M | +5.5% | -1.6% | +7.2% | +5.5% |
| 6M | +17.5% | -25.5% | +43.0% | +21.1% |
| YTD | -7.8% | -11.4% | +3.6% | -9.8% |
| 1Y | +1.6% | +48.6% | -46.9% | -10.2% |
| 3Y | +154.8% | +166.9% | -12.1% | +98.7% |
| 5Y | +79.5% | +152.4% | -72.9% | +38.9% |
| All | +250.1% | +190.6% | +59.6% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling