-0.3%
SYF vs SBAC
-0.1%
-0.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -4.3% | +3.0% | -7.2% | -4.2% |
| 30D | +1.0% | +4.3% | -3.3% | +1.1% |
| 3M | -6.4% | +4.1% | -10.6% | -6.4% |
| 6M | +1.0% | -11.6% | +12.6% | +0.7% |
| YTD | -10.7% | +0.4% | -11.1% | -9.3% |
| All | -0.3% | -0.1% | -0.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling