+326.7%
SYF vs SCHG
+529.6%
-202.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -1.1% | -2.3% | +1.2% | +1.3% |
| 3M | +7.4% | +4.5% | +2.9% | +2.7% |
| 6M | +16.2% | +13.6% | +2.7% | +1.9% |
| YTD | -6.1% | +7.6% | -13.7% | -13.0% |
| 1Y | +3.4% | +13.0% | -9.7% | -9.1% |
| 3Y | +162.9% | +87.0% | +75.9% | +38.8% |
| 5Y | +85.6% | +82.9% | +2.7% | -1.8% |
| 10Y | +262.7% | +453.6% | -190.9% | -40.4% |
| All | +326.7% | +529.6% | -202.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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