+193.5%
SYF vs REPL
-7.7%
+201.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | +2.6% | -5.7% | +8.4% | +2.9% |
| 30D | 0.0% | +22.5% | -22.4% | -0.9% |
| 3M | +11.9% | +64.7% | -52.7% | +7.2% |
| 6M | +18.9% | +83.0% | -64.1% | +7.6% |
| YTD | -4.6% | +52.0% | -56.5% | -13.0% |
| 1Y | +6.4% | +144.5% | -138.2% | -9.5% |
| 3Y | +167.2% | -25.1% | +192.2% | +115.3% |
| 5Y | +92.3% | -52.9% | +145.2% | +58.9% |
| All | +193.5% | -7.7% | +201.2% | +76.3% |
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