+167.2%
SYF vs SPXS
-80.2%
+247.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -0.8% |
| 7D | +2.6% | -1.5% | +4.2% | +1.9% |
| 30D | 0.0% | +3.7% | -3.6% | +2.0% |
| 3M | +11.9% | -9.6% | +21.5% | +8.0% |
| 6M | +18.9% | -32.4% | +51.3% | +1.1% |
| YTD | -4.6% | -28.7% | +24.1% | -15.9% |
| 1Y | +6.4% | -38.1% | +44.5% | -11.5% |
| 3Y | +167.2% | -80.1% | +247.3% | +66.1% |
| All | +167.2% | -80.2% | +247.4% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling