+4.1%
SYF vs S
+36.5%
-32.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -0.4% | -8.2% | +7.8% | +0.3% |
| 30D | +4.4% | -7.6% | +12.0% | +5.0% |
| 3M | -4.7% | +12.0% | -16.7% | -6.4% |
| 6M | +1.9% | +50.6% | -48.7% | -3.8% |
| YTD | -8.9% | +56.6% | -65.5% | -15.9% |
| 1Y | +4.1% | +39.2% | -35.2% | -2.5% |
| All | +4.1% | +36.5% | -32.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling