+175.3%
SYF vs REPL
+35.1%
+140.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.8% |
| 7D | -2.1% | +22.8% | -24.9% | -3.1% |
| 30D | +2.5% | +63.8% | -61.3% | +0.1% |
| 3M | -6.3% | +68.1% | -74.4% | -8.7% |
| 6M | -1.5% | +528.5% | -529.9% | -13.9% |
| YTD | -10.5% | +122.4% | -132.9% | -19.9% |
| 1Y | +1.5% | +154.4% | -152.8% | -10.1% |
| 3Y | +163.3% | +68.0% | +95.3% | +96.3% |
| 5Y | +66.8% | -35.4% | +102.1% | +36.7% |
| All | +175.3% | +35.1% | +140.1% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling