+123.4%
SYF vs SN
+671.3%
-547.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | -2.0% | +1.5% | -3.6% | -2.5% |
| 30D | +1.2% | +21.5% | -20.3% | -4.7% |
| 3M | -9.4% | +20.0% | -29.4% | -14.7% |
| 6M | +4.4% | +119.9% | -115.5% | -18.7% |
| YTD | -11.9% | +102.3% | -114.2% | -30.1% |
| 1Y | -0.4% | +148.0% | -148.4% | -25.8% |
| 3Y | +159.6% | +450.0% | -290.4% | +70.0% |
| All | +123.4% | +671.3% | -547.9% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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