+157.4%
SYF vs TAP
-24.6%
+182.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.3% | -6.3% | +3.1% | -1.8% |
| 30D | -2.2% | +2.7% | -4.9% | -3.0% |
| 3M | -9.3% | -3.7% | -5.6% | -8.8% |
| 6M | +2.1% | -2.0% | +4.1% | +2.0% |
| YTD | -12.6% | -12.3% | -0.3% | -11.2% |
| 1Y | -3.4% | -10.1% | +6.6% | -2.9% |
| All | +157.4% | -24.6% | +182.0% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling