+340.9%
SYF vs SIRI
+6.2%
+334.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | +2.4% | +1.6% | +0.8% | +1.7% |
| 30D | +0.8% | -4.7% | +5.6% | +2.4% |
| 3M | +13.4% | +5.3% | +8.1% | +11.0% |
| 6M | +16.3% | +30.5% | -14.2% | +4.9% |
| YTD | -3.0% | +49.6% | -52.6% | -17.1% |
| 1Y | +5.7% | +28.5% | -22.8% | -5.0% |
| 3Y | +160.1% | -27.5% | +187.6% | +166.2% |
| 5Y | +88.5% | -44.7% | +133.2% | +96.3% |
| 10Y | +263.1% | -12.6% | +275.7% | +183.5% |
| All | +340.9% | +6.2% | +334.7% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling