+326.7%
SYF vs SNY
+30.7%
+296.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | -1.1% | -1.4% | +0.4% | -0.5% |
| 3M | +7.4% | -4.2% | +11.6% | +8.9% |
| 6M | +16.2% | +2.0% | +14.2% | +15.2% |
| YTD | -6.1% | -6.7% | +0.5% | -4.1% |
| 1Y | +3.4% | -4.7% | +8.1% | +4.5% |
| 3Y | +162.9% | -8.1% | +171.0% | +159.4% |
| 5Y | +85.6% | +8.2% | +77.4% | +65.7% |
| 10Y | +262.7% | +64.8% | +197.9% | +174.9% |
| All | +326.7% | +30.7% | +296.1% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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