+126.9%
SYF vs SN
+659.6%
-532.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | -2.1% | +7.2% | -9.3% | -4.2% |
| 30D | +2.5% | +20.4% | -17.9% | -3.2% |
| 3M | -6.3% | +23.9% | -30.2% | -12.6% |
| 6M | -1.5% | +93.0% | -94.5% | -20.1% |
| YTD | -10.5% | +99.2% | -109.8% | -28.6% |
| 1Y | +1.5% | +142.6% | -141.1% | -23.8% |
| 3Y | +163.3% | +398.8% | -235.5% | +74.2% |
| All | +126.9% | +659.6% | -532.6% | +48.3% |
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