+168.4%
SYF vs SGI
+318.6%
-150.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.8% |
| 7D | -3.3% | -10.7% | +7.4% | +1.3% |
| 30D | -2.2% | -3.6% | +1.4% | -1.2% |
| 3M | -9.3% | -5.4% | -3.9% | -8.0% |
| 6M | +2.1% | -7.0% | +9.1% | +3.9% |
| YTD | -12.6% | -31.6% | +19.0% | +0.4% |
| 1Y | -3.4% | -33.5% | +30.1% | +12.3% |
| 3Y | +156.5% | +66.5% | +90.0% | +98.4% |
| 5Y | +59.6% | +42.2% | +17.4% | +25.2% |
| All | +168.4% | +318.6% | -150.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling