+340.9%
SYF vs TECH
+240.7%
+100.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | +0.7% | +0.1% | +0.6% |
| 3M | +13.4% | +36.3% | -22.9% | +0.5% |
| 6M | +16.3% | +25.6% | -9.2% | +4.5% |
| YTD | -3.0% | +23.7% | -26.7% | -12.9% |
| 1Y | +5.7% | +37.6% | -31.9% | -9.9% |
| 3Y | +160.1% | -6.6% | +166.7% | +147.5% |
| 5Y | +88.5% | -42.2% | +130.7% | +109.9% |
| 10Y | +263.1% | +187.6% | +75.5% | +95.3% |
| All | +340.9% | +240.7% | +100.2% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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