+66.5%
SYF vs S
-67.4%
+133.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | -2.1% | -13.4% | +11.3% | +0.2% |
| 30D | +2.5% | -14.0% | +16.5% | +4.9% |
| 3M | -6.3% | +4.9% | -11.1% | -8.2% |
| 6M | -1.5% | +42.0% | -43.5% | -9.2% |
| YTD | -10.5% | +45.1% | -55.6% | -18.6% |
| 1Y | +1.5% | +33.1% | -31.6% | -6.4% |
| 3Y | +163.3% | +40.6% | +122.6% | +136.4% |
| All | +66.5% | -67.4% | +133.9% | +68.7% |
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 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