+306.8%
SYF vs SAN
+85.2%
+221.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.8% |
| 7D | -2.1% | +4.9% | -7.1% | -4.8% |
| 30D | +2.5% | -13.0% | +15.5% | +10.0% |
| 3M | -6.3% | -18.9% | +12.6% | +4.2% |
| 6M | -1.5% | -4.1% | +2.7% | -0.2% |
| YTD | -10.5% | +2.6% | -13.1% | -14.1% |
| 1Y | +1.5% | +16.9% | -15.4% | -9.4% |
| 3Y | +163.3% | +239.1% | -75.8% | +24.4% |
| 5Y | +66.8% | +266.8% | -200.1% | -27.4% |
| 10Y | +228.5% | +246.0% | -17.5% | +34.3% |
| All | +306.8% | +85.2% | +221.6% | +79.0% |
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 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