+174.7%
SYF vs SAN
+358.9%
-184.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.4% | +1.8% | +0.6% | +1.6% |
| 30D | +0.8% | +2.0% | -1.1% | -0.1% |
| 3M | +13.4% | +19.7% | -6.3% | +4.9% |
| 6M | +16.3% | +30.6% | -14.3% | +3.5% |
| YTD | -3.0% | +28.8% | -31.9% | -13.9% |
| 1Y | +5.7% | +57.8% | -52.1% | -14.5% |
| All | +174.7% | +358.9% | -184.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling