+186.5%
SYF vs SGI
+356.4%
-170.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | +0.2% |
| 7D | -4.2% | -3.9% | -0.3% | -2.9% |
| 30D | -1.1% | +0.9% | -2.0% | -2.0% |
| 3M | -7.9% | -2.9% | -5.0% | -7.5% |
| 6M | -1.1% | -9.0% | +7.9% | +1.6% |
| YTD | -12.6% | -29.2% | +16.6% | -1.0% |
| 1Y | -2.4% | -32.3% | +29.9% | +12.6% |
| 3Y | +156.6% | +72.4% | +84.2% | +95.6% |
| 5Y | +61.9% | +50.6% | +11.3% | +23.9% |
| 10Y | +186.5% | +335.2% | -148.8% | +27.1% |
| All | +186.5% | +356.4% | -170.0% | +27.1% |
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