+263.2%
SYF vs TAP
-52.1%
+315.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.5% |
| 7D | +2.6% | -2.3% | +4.9% | +3.8% |
| 30D | 0.0% | -9.4% | +9.4% | +4.9% |
| 3M | +11.9% | -0.8% | +12.7% | +11.5% |
| 6M | +18.9% | -14.7% | +33.7% | +27.5% |
| YTD | -4.6% | -13.9% | +9.4% | +0.6% |
| 1Y | +6.4% | -18.6% | +25.0% | +15.0% |
| 3Y | +167.2% | -32.0% | +199.2% | +210.5% |
| 5Y | +92.3% | -1.0% | +93.3% | +73.8% |
| 10Y | +263.2% | -51.4% | +314.5% | +242.0% |
| All | +263.2% | -52.1% | +315.2% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling