+340.9%
SYF vs SAN
+132.7%
+208.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.4% | +1.8% | +0.6% | +1.4% |
| 30D | +0.8% | +2.0% | -1.1% | -0.3% |
| 3M | +13.4% | +19.7% | -6.3% | +2.6% |
| 6M | +16.3% | +30.6% | -14.3% | -0.2% |
| YTD | -3.0% | +28.8% | -31.9% | -17.1% |
| 1Y | +5.7% | +57.8% | -52.1% | -19.6% |
| 3Y | +160.1% | +338.1% | -178.0% | +7.5% |
| 5Y | +88.5% | +384.2% | -295.7% | -29.0% |
| 10Y | +263.1% | +353.1% | -90.1% | +30.4% |
| All | +340.9% | +132.7% | +208.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling