+168.4%
SYF vs SPY
+308.5%
-140.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -3.3% | +3.3% | -6.5% | -7.8% |
| 30D | -2.2% | -2.7% | +0.5% | +1.2% |
| 3M | -9.3% | -1.7% | -7.6% | -7.5% |
| 6M | +2.1% | +3.1% | -1.0% | -3.0% |
| YTD | -12.6% | +11.9% | -24.5% | -26.2% |
| 1Y | -3.4% | +12.0% | -15.4% | -18.5% |
| 3Y | +156.5% | +78.2% | +78.3% | +12.5% |
| 5Y | +59.6% | +73.2% | -13.7% | -26.3% |
| All | +168.4% | +308.5% | -140.1% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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