+163.3%
SYF vs THC
+413.3%
-250.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -2.1% | +3.7% | -5.8% | -2.8% |
| 30D | +2.5% | +9.0% | -6.5% | +0.9% |
| 3M | -6.3% | +10.4% | -16.7% | -8.1% |
| 6M | -1.5% | +45.7% | -47.1% | -8.4% |
| YTD | -10.5% | +42.6% | -53.1% | -16.9% |
| 1Y | +1.5% | +38.8% | -37.2% | -5.5% |
| 3Y | +163.3% | +418.8% | -255.6% | +63.3% |
| All | +163.3% | +413.3% | -250.0% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling