+163.3%
SYF vs S
+34.5%
+128.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.8% |
| 7D | -2.1% | -13.4% | +11.3% | +0.7% |
| 30D | +2.5% | -14.0% | +16.5% | +5.3% |
| 3M | -6.3% | +4.9% | -11.1% | -8.8% |
| 6M | -1.5% | +42.0% | -43.5% | -11.7% |
| YTD | -10.5% | +45.1% | -55.6% | -21.1% |
| 1Y | +1.5% | +33.1% | -31.6% | -8.9% |
| 3Y | +163.3% | +40.6% | +122.6% | +126.5% |
| All | +163.3% | +34.5% | +128.8% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling