+186.5%
SYF vs THC
+1,758.3%
-1,571.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -4.2% | +8.8% | -13.0% | -6.7% |
| 30D | -1.1% | +10.0% | -11.1% | -4.0% |
| 3M | -7.9% | +11.7% | -19.6% | -11.1% |
| 6M | -1.1% | +52.5% | -53.6% | -13.7% |
| YTD | -12.6% | +46.1% | -58.7% | -23.5% |
| 1Y | -2.4% | +49.1% | -51.5% | -15.4% |
| 3Y | +156.6% | +439.6% | -283.0% | +43.9% |
| 5Y | +61.9% | +263.2% | -201.3% | -2.9% |
| 10Y | +186.5% | +1,900.5% | -1,714.0% | -3.4% |
| All | +186.5% | +1,758.3% | -1,571.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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