+157.4%
SYF vs S
+42.2%
+115.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.8% |
| 7D | -3.3% | +4.1% | -7.3% | -4.2% |
| 30D | -2.2% | -7.2% | +5.0% | -1.2% |
| 3M | -9.3% | 0.0% | -9.3% | -10.8% |
| 6M | +2.1% | +41.6% | -39.6% | -8.4% |
| YTD | -12.6% | +48.6% | -61.2% | -23.5% |
| 1Y | -3.4% | +30.0% | -33.5% | -12.7% |
| All | +157.4% | +42.2% | +115.3% | +134.7% |
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