+256.4%
SYF vs TECK
+405.7%
-149.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.9% |
| 7D | -1.3% | +4.9% | -6.2% | -2.9% |
| 30D | -1.1% | +5.2% | -6.3% | -2.9% |
| 3M | +7.4% | +13.8% | -6.4% | +2.2% |
| 6M | +16.2% | +38.5% | -22.3% | +2.4% |
| YTD | -6.1% | +47.3% | -53.5% | -19.8% |
| 1Y | +3.4% | +81.0% | -77.6% | -18.4% |
| 3Y | +162.9% | +79.9% | +83.0% | +100.9% |
| 5Y | +85.6% | +207.9% | -122.3% | +10.0% |
| All | +256.4% | +405.7% | -149.3% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling