+159.6%
SYF vs TECK
+74.1%
+85.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +1.2% | -7.1% | +8.3% | +3.0% |
| 3M | -9.4% | -5.5% | -3.9% | -8.5% |
| 6M | +4.4% | -9.7% | +14.1% | +6.0% |
| YTD | -11.9% | +26.3% | -38.2% | -21.4% |
| 1Y | -0.4% | +44.4% | -44.8% | -15.7% |
| 3Y | +159.6% | +70.1% | +89.5% | +86.8% |
| All | +159.6% | +74.1% | +85.5% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling