+297.3%
SYF vs TECH
+242.6%
+54.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | -7.9% | +1.1% | -9.0% | -8.2% |
| 6M | -1.1% | +51.0% | -52.1% | -15.8% |
| YTD | -12.6% | +24.4% | -36.9% | -21.6% |
| 1Y | -2.4% | +27.4% | -29.8% | -13.5% |
| 3Y | +156.6% | +28.5% | +128.1% | +115.1% |
| 5Y | +61.9% | -40.9% | +102.8% | +79.2% |
| 10Y | +186.5% | +192.5% | -6.0% | +53.4% |
| All | +297.3% | +242.6% | +54.8% | +104.0% |
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