+168.9%
SYF vs REPL
+45.5%
+123.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.3% |
| 7D | -4.2% | +12.7% | -16.9% | -4.7% |
| 30D | -1.1% | +73.5% | -74.5% | -3.6% |
| 3M | -7.9% | +70.3% | -78.2% | -10.3% |
| 6M | -1.1% | +472.0% | -473.1% | -12.9% |
| YTD | -12.6% | +139.5% | -152.1% | -22.0% |
| 1Y | -2.4% | +167.3% | -169.7% | -13.6% |
| 3Y | +156.6% | +109.5% | +47.1% | +87.1% |
| 5Y | +61.9% | -29.9% | +91.8% | +32.1% |
| All | +168.9% | +45.5% | +123.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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