+91.3%
SYF vs S
-71.4%
+162.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | -7.7% | +10.1% | +3.7% |
| 30D | +0.8% | -5.3% | +6.2% | +1.5% |
| 3M | +13.4% | +20.3% | -6.9% | +9.1% |
| 6M | +16.3% | +47.4% | -31.0% | +7.1% |
| YTD | -3.0% | +32.5% | -35.5% | -9.3% |
| 1Y | +5.7% | +9.5% | -3.8% | +2.0% |
| 3Y | +160.1% | +15.5% | +144.6% | +144.0% |
| All | +91.3% | -71.4% | +162.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling