+180.0%
SYF vs TAP
-47.8%
+227.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | -3.6% | -8.0% | +4.4% | +0.5% |
| 30D | -1.7% | +4.1% | -5.8% | -4.2% |
| 3M | -7.8% | -4.4% | -3.4% | -6.5% |
| 6M | +3.4% | -1.9% | +5.3% | +2.9% |
| YTD | -12.2% | -12.1% | -0.1% | -9.0% |
| 1Y | -1.6% | -12.0% | +10.5% | +1.7% |
| 3Y | +157.8% | -25.0% | +182.8% | +182.6% |
| 5Y | +61.9% | -1.1% | +63.0% | +45.5% |
| 10Y | +180.0% | -47.6% | +227.7% | +156.6% |
| All | +180.0% | -47.8% | +227.9% | +156.6% |
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