+300.4%
SYF vs TECK
+195.7%
+104.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +1.2% | -7.1% | +8.3% | +2.7% |
| 3M | -9.4% | -5.5% | -3.9% | -8.6% |
| 6M | +4.4% | -9.7% | +14.1% | +5.8% |
| YTD | -11.9% | +26.3% | -38.2% | -18.8% |
| 1Y | -0.4% | +44.4% | -44.8% | -11.4% |
| 3Y | +159.6% | +70.1% | +89.5% | +117.2% |
| 5Y | +60.9% | +125.8% | -64.9% | +22.0% |
| 10Y | +180.9% | +200.6% | -19.7% | +72.6% |
| All | +300.4% | +195.7% | +104.7% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling