+61.0%
SYF vs THC
+258.4%
-197.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | +1.2% | +5.3% | -4.1% | -0.3% |
| 3M | -9.4% | +7.1% | -16.5% | -11.2% |
| 6M | +4.4% | +46.0% | -41.6% | -6.4% |
| YTD | -11.9% | +43.9% | -55.9% | -21.4% |
| 1Y | -0.4% | +45.4% | -45.9% | -11.7% |
| 3Y | +159.6% | +421.3% | -261.7% | +46.4% |
| All | +61.0% | +258.4% | -197.3% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling