+340.9%
SYF vs SPG
+120.9%
+220.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.9% |
| 30D | +0.8% | -6.8% | +7.7% | +5.3% |
| 3M | +13.4% | +2.7% | +10.7% | +11.5% |
| 6M | +16.3% | +5.5% | +10.9% | +12.4% |
| YTD | -3.0% | +15.7% | -18.7% | -11.6% |
| 1Y | +5.7% | +20.9% | -15.2% | -6.4% |
| 3Y | +160.1% | +112.4% | +47.7% | +63.2% |
| 5Y | +88.5% | +101.4% | -12.8% | +21.4% |
| 10Y | +263.1% | +60.6% | +202.4% | +107.4% |
| All | +340.9% | +120.9% | +220.0% | +125.3% |
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