+153.0%
SYF vs PSLV
+165.1%
-12.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -2.1% |
| 7D | -5.5% | -4.9% | -0.7% | -5.2% |
| 30D | -3.9% | -1.9% | -2.0% | -3.7% |
| 3M | +8.9% | +4.2% | +4.7% | +8.5% |
| 6M | +16.2% | -27.6% | +43.8% | +17.8% |
| YTD | -8.4% | -11.7% | +3.2% | -10.3% |
| 1Y | +2.6% | +49.3% | -46.7% | -6.8% |
| All | +153.0% | +165.1% | -12.1% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling