+91.3%
SYF vs TAP
+2.2%
+89.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | +0.8% | -2.1% | +3.0% | +1.5% |
| 3M | +13.4% | +6.6% | +6.8% | +10.1% |
| 6M | +16.3% | -11.5% | +27.8% | +21.0% |
| YTD | -3.0% | -10.3% | +7.3% | -0.7% |
| 1Y | +5.7% | -14.4% | +20.1% | +10.1% |
| 3Y | +160.1% | -28.3% | +188.4% | +187.8% |
| All | +91.3% | +2.2% | +89.2% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling