+275.8%
SYF vs QS
-44.4%
+320.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | +0.8% | -0.7% | +1.6% | +0.8% |
| 3M | +13.4% | -39.6% | +53.0% | +17.8% |
| 6M | +16.3% | -21.7% | +38.1% | +17.8% |
| YTD | -3.0% | -47.4% | +44.4% | +1.2% |
| 1Y | +5.7% | -28.4% | +34.1% | +5.9% |
| 3Y | +160.1% | -22.6% | +182.7% | +145.2% |
| 5Y | +88.5% | -75.6% | +164.1% | +82.5% |
| All | +275.8% | -44.4% | +320.2% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling