+163.3%
SYF vs SPG
+124.5%
+38.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.0% |
| 7D | -2.1% | +4.9% | -7.0% | -5.5% |
| 30D | +2.5% | +15.6% | -13.1% | -7.8% |
| 3M | -6.3% | +4.1% | -10.3% | -9.1% |
| 6M | -1.5% | +13.6% | -15.0% | -10.4% |
| YTD | -10.5% | +27.5% | -38.1% | -25.5% |
| 1Y | +1.5% | +32.2% | -30.7% | -17.8% |
| 3Y | +163.3% | +126.0% | +37.3% | +47.1% |
| All | +163.3% | +124.5% | +38.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling