+340.9%
SYF vs SPYG
+513.8%
-172.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.0% |
| 30D | +0.8% | -0.4% | +1.3% | +1.3% |
| 3M | +13.4% | +0.5% | +12.9% | +12.2% |
| 6M | +16.3% | +17.5% | -1.1% | -2.6% |
| YTD | -3.0% | +14.3% | -17.4% | -16.5% |
| 1Y | +5.7% | +21.7% | -16.0% | -15.1% |
| 3Y | +160.1% | +98.6% | +61.5% | +23.5% |
| 5Y | +88.5% | +85.1% | +3.4% | -4.6% |
| 10Y | +263.1% | +412.0% | -149.0% | -35.9% |
| All | +340.9% | +513.8% | -172.9% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling