+74.4%
SYF vs QSR
+40.5%
+33.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.9% | -4.0% | -0.9% | -3.2% |
| 30D | -4.3% | +2.8% | -7.1% | -5.5% |
| 3M | +5.5% | +5.1% | +0.4% | +2.8% |
| 6M | +17.5% | +8.8% | +8.7% | +12.0% |
| YTD | -7.8% | +14.8% | -22.6% | -14.8% |
| 1Y | +1.6% | +25.7% | -24.1% | -10.5% |
| 3Y | +154.8% | +27.5% | +127.3% | +112.5% |
| All | +74.4% | +40.5% | +33.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling