+146.0%
SYF vs SN
+490.7%
-344.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.4% | -9.3% | +11.7% | +5.3% |
| 30D | +0.8% | -4.8% | +5.6% | +2.1% |
| 3M | +13.4% | +40.4% | -27.0% | +1.6% |
| 6M | +16.3% | +50.9% | -34.6% | +1.5% |
| YTD | -3.0% | +54.9% | -58.0% | -16.3% |
| 1Y | +5.7% | +43.0% | -37.3% | -7.0% |
| 3Y | +160.1% | +391.8% | -231.7% | +84.1% |
| All | +146.0% | +490.7% | -344.7% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling