+206.0%
SYF vs SAN
+267.2%
-61.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -4.4% |
| 7D | -4.3% | +8.7% | -13.0% | -9.3% |
| 30D | +1.0% | -6.5% | +7.5% | +4.4% |
| 3M | -6.4% | -14.2% | +7.8% | +1.5% |
| 6M | +1.0% | +2.7% | -1.7% | -2.1% |
| YTD | -10.7% | +8.9% | -19.6% | -18.1% |
| 1Y | +1.8% | +23.4% | -21.6% | -13.8% |
| 3Y | +165.8% | +257.9% | -92.1% | +8.5% |
| 5Y | +65.9% | +297.8% | -231.8% | -39.8% |
| 10Y | +206.0% | +259.6% | -53.6% | +7.2% |
| All | +206.0% | +267.2% | -61.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling