+241.3%
SYF vs QS
-62.6%
+304.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.3% |
| 7D | -2.0% | -14.0% | +12.0% | -0.8% |
| 30D | +1.2% | -6.4% | +7.6% | +1.6% |
| 3M | -9.4% | -40.3% | +30.9% | -5.5% |
| 6M | +4.4% | -57.5% | +61.9% | +11.4% |
| YTD | -11.9% | -64.7% | +52.8% | -5.1% |
| 1Y | -0.4% | -72.9% | +72.5% | +9.6% |
| 3Y | +159.6% | -33.5% | +193.0% | +148.1% |
| 5Y | +60.9% | -90.5% | +151.4% | +63.5% |
| All | +241.3% | -62.6% | +304.0% | +222.8% |
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