-0.4%
SYF vs SGI
-33.4%
+33.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -5.3% | +3.3% | -0.1% |
| 30D | +1.2% | -2.1% | +3.3% | +1.4% |
| 3M | -9.4% | -8.2% | -1.2% | -7.0% |
| 6M | +4.4% | -4.6% | +9.0% | +5.0% |
| YTD | -11.9% | -31.5% | +19.5% | +0.4% |
| 1Y | -0.4% | -30.8% | +30.4% | +12.7% |
| All | -0.4% | -33.4% | +33.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling