+263.2%
SYF vs SBAC
+76.8%
+186.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | 0.0% | +3.2% | -3.2% | -0.8% |
| 3M | +11.9% | -5.1% | +17.0% | +13.0% |
| 6M | +18.9% | -2.1% | +21.0% | +18.1% |
| YTD | -4.6% | -0.5% | -4.1% | -6.1% |
| 1Y | +6.4% | +1.1% | +5.2% | +4.0% |
| 3Y | +167.2% | -7.4% | +174.6% | +158.6% |
| 5Y | +92.3% | -44.3% | +136.7% | +121.6% |
| 10Y | +263.2% | +77.6% | +185.6% | +249.5% |
| All | +263.2% | +76.8% | +186.4% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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