+78.2%
SYF vs SIRI
-42.5%
+120.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -5.5% | -3.0% | -2.5% | -5.0% |
| 30D | -3.9% | +1.3% | -5.2% | -4.1% |
| 3M | +8.9% | +5.6% | +3.3% | +7.6% |
| 6M | +16.2% | +35.2% | -18.9% | +9.3% |
| YTD | -8.4% | +49.1% | -57.5% | -15.6% |
| 1Y | +2.6% | +26.8% | -24.2% | -2.7% |
| 3Y | +156.4% | -23.7% | +180.0% | +153.2% |
| 5Y | +78.2% | -41.8% | +120.0% | +84.8% |
| All | +78.2% | -42.5% | +120.7% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling