+247.6%
SYF vs SPXS
-99.5%
+347.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -1.6% |
| 7D | -5.5% | +6.4% | -11.9% | -2.6% |
| 30D | -3.9% | +6.0% | -9.8% | -0.9% |
| 3M | +8.9% | -11.6% | +20.6% | +3.8% |
| 6M | +16.2% | -28.7% | +44.9% | +1.3% |
| YTD | -8.4% | -26.3% | +17.8% | -18.1% |
| 1Y | +2.6% | -34.9% | +37.5% | -12.6% |
| 3Y | +156.4% | -79.5% | +235.8% | +48.2% |
| 5Y | +78.2% | -85.9% | +164.1% | +8.1% |
| All | +247.6% | -99.5% | +347.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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