+297.3%
SYF vs SPG
+150.0%
+147.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | -4.2% | +5.6% | -9.8% | -7.4% |
| 30D | -1.1% | +17.6% | -18.6% | -10.6% |
| 3M | -7.9% | +7.5% | -15.3% | -12.1% |
| 6M | -1.1% | +18.5% | -19.6% | -11.1% |
| YTD | -12.6% | +30.9% | -43.5% | -26.3% |
| 1Y | -2.4% | +34.1% | -36.5% | -18.9% |
| 3Y | +156.6% | +135.5% | +21.1% | +50.9% |
| 5Y | +61.9% | +86.5% | -24.6% | +8.5% |
| 10Y | +186.5% | +116.1% | +70.4% | +43.9% |
| All | +297.3% | +150.0% | +147.4% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling