+306.8%
SYF vs SPY
+360.9%
-54.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.9% |
| 7D | -2.1% | -2.7% | +0.6% | +1.3% |
| 30D | +2.5% | -5.4% | +7.9% | +10.2% |
| 3M | -6.3% | -4.1% | -2.2% | -1.1% |
| 6M | -1.5% | +0.7% | -2.2% | -2.9% |
| YTD | -10.5% | +8.7% | -19.2% | -20.5% |
| 1Y | +1.5% | +10.9% | -9.4% | -12.3% |
| 3Y | +163.3% | +75.0% | +88.3% | +24.0% |
| 5Y | +66.8% | +67.8% | -1.0% | -15.8% |
| 10Y | +228.5% | +312.9% | -84.4% | -40.1% |
| All | +306.8% | +360.9% | -54.1% | -30.8% |
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