+157.4%
SYF vs SN
+425.1%
-267.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | -3.3% | +1.4% | -4.6% | -3.8% |
| 30D | -2.2% | +16.6% | -18.8% | -7.7% |
| 3M | -9.3% | +18.3% | -27.6% | -15.2% |
| 6M | +2.1% | +103.1% | -101.0% | -22.5% |
| YTD | -12.6% | +96.7% | -109.4% | -33.4% |
| 1Y | -3.4% | +134.3% | -137.8% | -31.4% |
| All | +157.4% | +425.1% | -267.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling