+340.9%
SYF vs TAP
-19.7%
+360.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | -2.3% | +4.7% | +3.5% |
| 30D | +0.8% | -2.1% | +3.0% | +1.6% |
| 3M | +13.4% | +6.6% | +6.8% | +9.4% |
| 6M | +16.3% | -11.5% | +27.8% | +21.8% |
| YTD | -3.0% | -10.3% | +7.3% | -0.1% |
| 1Y | +5.7% | -14.4% | +20.1% | +10.8% |
| 3Y | +160.1% | -28.3% | +188.4% | +190.9% |
| 5Y | +88.5% | +1.7% | +86.8% | +72.8% |
| 10Y | +263.1% | -49.2% | +312.3% | +259.4% |
| All | +340.9% | -19.7% | +360.6% | +323.7% |
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