+85.6%
SYF vs SPYG
+83.9%
+1.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -1.3% | +0.3% | -1.7% | -1.6% |
| 30D | -1.1% | -1.7% | +0.6% | +0.5% |
| 3M | +7.4% | +3.6% | +3.8% | +3.6% |
| 6M | +16.2% | +16.6% | -0.4% | -0.3% |
| YTD | -6.1% | +13.4% | -19.5% | -17.3% |
| 1Y | +3.4% | +19.6% | -16.2% | -13.8% |
| 3Y | +162.9% | +99.8% | +63.1% | +34.8% |
| 5Y | +85.6% | +85.0% | +0.6% | -3.7% |
| All | +85.6% | +83.9% | +1.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling