+306.8%
SYF vs TAP
-20.0%
+326.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.6% |
| 7D | -2.1% | +0.5% | -2.7% | -2.6% |
| 30D | +2.5% | +9.1% | -6.6% | -1.9% |
| 3M | -6.3% | -3.8% | -2.5% | -5.3% |
| 6M | -1.5% | -3.4% | +2.0% | -1.1% |
| YTD | -10.5% | -10.6% | +0.1% | -8.1% |
| 1Y | +1.5% | -4.4% | +5.9% | +0.5% |
| 3Y | +163.3% | -24.4% | +187.6% | +185.7% |
| 5Y | +66.8% | +2.1% | +64.7% | +51.7% |
| 10Y | +228.5% | -48.7% | +277.2% | +223.2% |
| All | +306.8% | -20.0% | +326.8% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling