+333.7%
SYF vs TRI
+249.4%
+84.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +1.1% |
| 7D | +2.6% | -7.1% | +9.7% | +5.5% |
| 30D | 0.0% | -2.3% | +2.4% | +0.3% |
| 3M | +11.9% | +19.6% | -7.6% | +0.9% |
| 6M | +18.9% | -8.7% | +27.6% | +19.9% |
| YTD | -4.6% | -22.3% | +17.7% | +3.5% |
| 1Y | +6.4% | -40.7% | +47.0% | +33.5% |
| 3Y | +167.2% | -17.8% | +184.9% | +163.1% |
| 5Y | +92.3% | -8.5% | +100.8% | +72.7% |
| 10Y | +263.2% | +192.6% | +70.6% | +67.6% |
| All | +333.7% | +249.4% | +84.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling