+67.9%
SYF vs S
-51.7%
+119.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.4% |
| 30D | +1.2% | -2.7% | +3.9% | +1.2% |
| 3M | -9.4% | -6.9% | -2.5% | -9.3% |
| 6M | +4.4% | +38.1% | -33.6% | -2.6% |
| YTD | -11.9% | +48.0% | -59.9% | -19.4% |
| 1Y | -0.4% | +34.5% | -34.9% | -7.6% |
| 3Y | +159.6% | +38.3% | +121.2% | +136.7% |
| 5Y | +60.9% | -70.9% | +131.8% | +51.7% |
| All | +67.9% | -51.7% | +119.7% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling