+297.1%
SYF vs THC
+435.9%
-138.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -2.2% | +7.5% | -9.7% | -4.3% |
| 3M | -9.3% | +7.5% | -16.9% | -11.4% |
| 6M | +2.1% | +46.4% | -44.4% | -9.0% |
| YTD | -12.6% | +44.4% | -57.0% | -22.6% |
| 1Y | -3.4% | +43.4% | -46.9% | -14.5% |
| 3Y | +156.5% | +433.3% | -276.8% | +51.8% |
| 5Y | +59.6% | +262.5% | -202.9% | +0.2% |
| 10Y | +178.6% | +1,871.5% | -1,692.9% | +5.4% |
| All | +297.1% | +435.9% | -138.8% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling