+340.9%
SYF vs SBAC
+93.0%
+247.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +2.4% | -0.8% | +3.2% | +2.6% |
| 30D | +0.8% | +6.9% | -6.1% | -1.1% |
| 3M | +13.4% | -8.2% | +21.6% | +15.6% |
| 6M | +16.3% | -1.6% | +18.0% | +15.2% |
| YTD | -3.0% | -0.1% | -2.9% | -4.8% |
| 1Y | +5.7% | -0.5% | +6.2% | +3.7% |
| 3Y | +160.1% | -9.1% | +169.2% | +153.3% |
| 5Y | +88.5% | -43.8% | +132.3% | +116.2% |
| 10Y | +263.1% | +80.5% | +182.5% | +178.9% |
| All | +340.9% | +93.0% | +247.9% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling