+237.9%
SYF vs QSR
+211.0%
+27.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | 0.0% | +5.9% | -5.9% | -3.4% |
| 3M | +11.9% | +10.5% | +1.5% | +5.0% |
| 6M | +18.9% | +7.7% | +11.2% | +12.5% |
| YTD | -4.6% | +16.8% | -21.4% | -14.5% |
| 1Y | +6.4% | +30.9% | -24.5% | -11.4% |
| 3Y | +167.2% | +28.2% | +139.0% | +117.5% |
| 5Y | +92.3% | +45.0% | +47.4% | +43.0% |
| 10Y | +263.2% | +127.3% | +135.9% | +111.9% |
| All | +237.9% | +211.0% | +27.0% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling