+92.3%
SYF vs SAN
+381.9%
-289.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | +2.6% | +3.3% | -0.7% | +0.9% |
| 30D | 0.0% | +1.1% | -1.1% | -0.5% |
| 3M | +11.9% | +22.2% | -10.3% | +1.1% |
| 6M | +18.9% | +36.0% | -17.1% | +1.2% |
| YTD | -4.6% | +28.2% | -32.8% | -17.2% |
| 1Y | +6.4% | +54.1% | -47.8% | -16.5% |
| 3Y | +167.2% | +354.2% | -187.1% | +12.3% |
| 5Y | +92.3% | +387.3% | -294.9% | -25.9% |
| All | +92.3% | +381.9% | -289.6% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling