+121.5%
SYF vs SN
+650.0%
-528.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | -3.3% | +1.4% | -4.6% | -3.7% |
| 30D | -2.2% | +16.6% | -18.8% | -6.8% |
| 3M | -9.3% | +18.3% | -27.6% | -14.3% |
| 6M | +2.1% | +103.1% | -101.0% | -18.6% |
| YTD | -12.6% | +96.7% | -109.4% | -30.1% |
| 1Y | -3.4% | +134.3% | -137.8% | -26.8% |
| 3Y | +156.5% | +425.2% | -268.7% | +69.6% |
| All | +121.5% | +650.0% | -528.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling