+159.6%
SYF vs REPL
+97.7%
+61.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -2.0% | +1.2% | -3.3% | -2.0% |
| 30D | +1.2% | +92.2% | -91.0% | +0.9% |
| 3M | -9.4% | +44.1% | -53.5% | -9.6% |
| 6M | +4.4% | +313.0% | -308.6% | +3.2% |
| YTD | -11.9% | +125.2% | -137.1% | -12.9% |
| 1Y | -0.4% | +143.8% | -144.2% | -1.6% |
| 3Y | +159.6% | +104.2% | +55.4% | +139.6% |
| All | +159.6% | +97.7% | +61.8% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling