+305.8%
SYF vs SBAC
+93.9%
+211.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.3% | +3.0% | -7.2% | -5.1% |
| 30D | +1.0% | +4.3% | -3.3% | -0.3% |
| 3M | -6.4% | +4.1% | -10.6% | -7.8% |
| 6M | +1.0% | -11.6% | +12.6% | +3.7% |
| YTD | -10.7% | +0.4% | -11.1% | -12.8% |
| 1Y | +1.8% | -1.1% | +2.9% | -0.2% |
| 3Y | +165.8% | -7.3% | +173.1% | +156.8% |
| 5Y | +65.9% | -40.8% | +106.7% | +86.5% |
| 10Y | +206.0% | +103.0% | +103.0% | +124.9% |
| All | +305.8% | +93.9% | +211.8% | +196.6% |
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