+91.3%
SYF vs SBAC
-43.7%
+135.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +0.8% | +6.9% | -6.1% | -0.2% |
| 3M | +13.4% | -8.2% | +21.6% | +14.7% |
| 6M | +16.3% | -1.6% | +18.0% | +16.0% |
| YTD | -3.0% | -0.1% | -2.9% | -3.8% |
| 1Y | +5.7% | -0.5% | +6.2% | +4.8% |
| 3Y | +160.1% | -9.1% | +169.2% | +154.9% |
| All | +91.3% | -43.7% | +135.0% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling