+306.8%
SYF vs TECH
+242.4%
+64.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | +2.5% | +0.3% | +2.2% | +2.4% |
| 3M | -6.3% | +1.3% | -7.6% | -6.7% |
| 6M | -1.5% | +54.0% | -55.4% | -16.8% |
| YTD | -10.5% | +24.3% | -34.8% | -19.8% |
| 1Y | +1.5% | +25.8% | -24.3% | -9.6% |
| 3Y | +163.3% | +26.0% | +137.3% | +122.3% |
| 5Y | +66.8% | -40.1% | +106.9% | +83.6% |
| 10Y | +228.5% | +210.6% | +17.9% | +72.9% |
| All | +306.8% | +242.4% | +64.4% | +108.9% |
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