+186.5%
SYF vs SAN
+255.1%
-68.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -4.2% | +10.8% | -15.0% | -10.3% |
| 30D | -1.1% | -5.7% | +4.7% | +1.7% |
| 3M | -7.9% | -13.4% | +5.6% | -0.6% |
| 6M | -1.1% | +3.5% | -4.6% | -4.6% |
| YTD | -12.6% | +9.7% | -22.3% | -20.2% |
| 1Y | -2.4% | +20.9% | -23.2% | -16.2% |
| 3Y | +156.6% | +254.3% | -97.6% | +5.6% |
| 5Y | +61.9% | +304.2% | -242.3% | -41.8% |
| 10Y | +186.5% | +260.2% | -73.8% | 0.0% |
| All | +186.5% | +255.1% | -68.6% | 0.0% |
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