+250.1%
SYF vs QSR
+135.2%
+115.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -4.9% | -4.0% | -0.9% | -2.3% |
| 30D | -4.3% | +2.8% | -7.1% | -6.1% |
| 3M | +5.5% | +5.1% | +0.4% | +1.4% |
| 6M | +17.5% | +8.8% | +8.7% | +9.5% |
| YTD | -7.8% | +14.8% | -22.6% | -17.7% |
| 1Y | +1.6% | +25.7% | -24.1% | -15.2% |
| 3Y | +154.8% | +27.5% | +127.3% | +101.0% |
| 5Y | +79.5% | +41.3% | +38.2% | +28.8% |
| All | +250.1% | +135.2% | +115.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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