+247.6%
SYF vs SAN
+347.0%
-99.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | -5.5% | -2.8% | -2.7% | -3.9% |
| 30D | -3.9% | -0.5% | -3.3% | -3.6% |
| 3M | +8.9% | +22.7% | -13.8% | -4.0% |
| 6M | +16.2% | +28.8% | -12.6% | -1.2% |
| YTD | -8.4% | +26.3% | -34.7% | -22.3% |
| 1Y | +2.6% | +48.8% | -46.2% | -21.8% |
| 3Y | +156.4% | +347.2% | -190.9% | -7.6% |
| 5Y | +78.2% | +383.8% | -305.6% | -41.9% |
| All | +247.6% | +347.0% | -99.4% | +8.2% |
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