+70.2%
SYF vs S
-48.9%
+119.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -2.0% |
| 7D | -4.3% | +1.6% | -5.8% | -4.6% |
| 30D | +1.0% | -10.5% | +11.5% | +2.4% |
| 3M | -6.4% | +9.9% | -16.3% | -8.8% |
| 6M | +1.0% | +41.8% | -40.8% | -6.1% |
| YTD | -10.7% | +56.8% | -67.5% | -19.0% |
| 1Y | +1.8% | +39.0% | -37.3% | -6.1% |
| 3Y | +165.8% | +53.8% | +112.0% | +138.8% |
| 5Y | +65.9% | -68.6% | +134.5% | +55.1% |
| All | +70.2% | -48.9% | +119.1% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling