+198.3%
SYF vs REPL
-6.0%
+204.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +2.4% | -3.0% | +5.4% | +2.5% |
| 30D | +0.8% | +27.1% | -26.3% | -0.3% |
| 3M | +13.4% | +52.4% | -39.0% | +9.0% |
| 6M | +16.3% | +107.4% | -91.1% | +4.3% |
| YTD | -3.0% | +54.7% | -57.7% | -11.6% |
| 1Y | +5.7% | +158.9% | -153.2% | -10.5% |
| 3Y | +160.1% | -23.7% | +183.8% | +109.5% |
| 5Y | +88.5% | -54.3% | +142.9% | +56.8% |
| All | +198.3% | -6.0% | +204.3% | +79.1% |
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