+263.2%
SYF vs SPG
+61.5%
+201.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | 0.0% | -4.9% | +5.0% | +3.2% |
| 3M | +11.9% | +3.3% | +8.6% | +9.6% |
| 6M | +18.9% | +11.2% | +7.7% | +10.9% |
| YTD | -4.6% | +17.1% | -21.6% | -13.9% |
| 1Y | +6.4% | +21.6% | -15.2% | -6.5% |
| 3Y | +167.2% | +111.9% | +55.3% | +65.6% |
| 5Y | +92.3% | +106.9% | -14.6% | +20.1% |
| 10Y | +263.2% | +62.2% | +201.0% | +108.9% |
| All | +263.2% | +61.5% | +201.6% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling