+4.1%
SYF vs SPG
+34.3%
-30.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -2.0% |
| 7D | -0.4% | +8.2% | -8.6% | -5.2% |
| 30D | +4.4% | +13.5% | -9.1% | -3.6% |
| 3M | -4.7% | +2.2% | -6.9% | -6.0% |
| 6M | +1.9% | +15.9% | -14.0% | -6.9% |
| YTD | -8.9% | +27.6% | -36.5% | -21.1% |
| 1Y | +4.1% | +30.9% | -26.9% | -11.5% |
| All | +4.1% | +34.3% | -30.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling