+204.6%
SYF vs TAP
-49.5%
+254.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -4.7% | -7.8% | +3.1% | -0.8% |
| 30D | +0.6% | +7.1% | -6.5% | -3.4% |
| 3M | -6.8% | -7.0% | +0.2% | -4.2% |
| 6M | +0.5% | -3.8% | +4.3% | +1.1% |
| YTD | -11.1% | -11.7% | +0.6% | -8.1% |
| 1Y | +1.3% | -10.1% | +11.4% | +3.5% |
| 3Y | +164.6% | -23.7% | +188.3% | +187.2% |
| 5Y | +65.2% | +2.9% | +62.3% | +45.1% |
| 10Y | +204.6% | -49.5% | +254.1% | +165.6% |
| All | +204.6% | -49.5% | +254.1% | +165.6% |
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