+340.9%
SYF vs SGI
+443.9%
-103.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.4% | +8.5% | -6.1% | -1.0% |
| 30D | +0.8% | +0.7% | +0.2% | +0.3% |
| 3M | +13.4% | +0.6% | +12.8% | +12.6% |
| 6M | +16.3% | -17.9% | +34.3% | +24.4% |
| YTD | -3.0% | -21.2% | +18.2% | +5.0% |
| 1Y | +5.7% | -18.9% | +24.6% | +12.5% |
| 3Y | +160.1% | +52.6% | +107.5% | +112.5% |
| 5Y | +88.5% | +60.7% | +27.8% | +44.5% |
| 10Y | +263.1% | +278.1% | -15.0% | +76.6% |
| All | +340.9% | +443.9% | -103.0% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling