+305.8%
SYF vs SPY
+371.8%
-66.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -3.9% |
| 7D | -4.3% | +0.1% | -4.3% | -4.8% |
| 30D | +1.0% | -3.3% | +4.4% | +5.3% |
| 3M | -6.4% | -2.4% | -4.0% | -3.7% |
| 6M | +1.0% | +2.6% | -1.6% | -3.1% |
| YTD | -10.7% | +11.2% | -22.0% | -23.3% |
| 1Y | +1.8% | +13.4% | -11.6% | -14.9% |
| 3Y | +165.8% | +79.9% | +85.9% | +20.4% |
| 5Y | +65.9% | +72.2% | -6.3% | -19.2% |
| 10Y | +206.0% | +307.3% | -101.3% | -44.2% |
| All | +305.8% | +371.8% | -66.0% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling