+269.2%
SYF vs THC
+976.6%
-707.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +0.8% | +1.3% | -0.4% | +0.4% |
| 3M | +13.4% | +64.2% | -50.8% | -1.9% |
| 6M | +16.3% | +8.3% | +8.1% | +12.4% |
| YTD | -3.0% | +33.4% | -36.4% | -12.2% |
| 1Y | +5.7% | +37.7% | -32.0% | -5.7% |
| 3Y | +160.1% | +236.8% | -76.7% | +71.8% |
| 5Y | +88.5% | +249.3% | -160.7% | +17.1% |
| All | +269.2% | +976.6% | -707.4% | +54.2% |
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