+247.6%
SYF vs TECK
+373.8%
-126.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | -0.4% |
| 7D | -5.5% | -4.2% | -1.3% | -4.2% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | +8.9% | +10.1% | -1.2% | +4.7% |
| 6M | +16.2% | +26.0% | -9.8% | +5.7% |
| YTD | -8.4% | +38.0% | -46.5% | -20.1% |
| 1Y | +2.6% | +63.8% | -61.2% | -16.2% |
| 3Y | +156.4% | +68.5% | +87.9% | +100.2% |
| 5Y | +78.2% | +179.2% | -101.0% | +9.2% |
| All | +247.6% | +373.8% | -126.2% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling