+159.6%
SYF vs SPYG
+91.6%
+67.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | -2.0% | +2.3% | -4.4% | -4.0% |
| 30D | +1.2% | -6.5% | +7.7% | +6.7% |
| 3M | -9.4% | -6.8% | -2.5% | -4.1% |
| 6M | +4.4% | -3.1% | +7.6% | +6.1% |
| YTD | -11.9% | +8.0% | -19.9% | -19.5% |
| 1Y | -0.4% | +10.2% | -10.6% | -10.9% |
| 3Y | +159.6% | +91.0% | +68.6% | +53.5% |
| All | +159.6% | +91.6% | +67.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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