+88.6%
SYF vs QS
-73.0%
+161.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | +2.6% | +2.2% | +0.4% | +2.3% |
| 30D | 0.0% | -8.1% | +8.1% | +1.1% |
| 3M | +11.9% | -27.0% | +38.9% | +15.9% |
| 6M | +18.9% | -16.4% | +35.4% | +20.0% |
| YTD | -4.6% | -46.4% | +41.8% | +1.7% |
| 1Y | +6.4% | -41.1% | +47.5% | +9.3% |
| 3Y | +167.2% | -18.6% | +185.8% | +134.6% |
| All | +88.6% | -73.0% | +161.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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