-0.4%
SYF vs S
+30.9%
-31.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.2% |
| 30D | +1.2% | -2.7% | +3.9% | +1.2% |
| 3M | -9.4% | -6.9% | -2.5% | -9.1% |
| 6M | +4.4% | +38.1% | -33.6% | -0.5% |
| YTD | -11.9% | +48.0% | -59.9% | -18.2% |
| 1Y | -0.4% | +34.5% | -34.9% | -6.5% |
| All | -0.4% | +30.9% | -31.3% | -6.5% |
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