+306.8%
SYF vs SBAC
+93.0%
+213.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | +2.5% | +11.2% | -8.7% | -0.7% |
| 3M | -6.3% | +4.5% | -10.7% | -7.7% |
| 6M | -1.5% | -12.2% | +10.7% | +1.3% |
| YTD | -10.5% | -0.1% | -10.4% | -12.4% |
| 1Y | +1.5% | -0.3% | +1.8% | -0.7% |
| 3Y | +163.3% | -8.7% | +172.0% | +155.7% |
| 5Y | +66.8% | -40.2% | +106.9% | +86.6% |
| 10Y | +228.5% | +97.3% | +131.2% | +143.3% |
| All | +306.8% | +93.0% | +213.8% | +197.7% |
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