+247.6%
SYF vs TRU
+144.8%
+102.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -5.5% | -9.4% | +3.9% | -0.3% |
| 30D | -3.9% | -4.1% | +0.3% | -2.1% |
| 3M | +8.9% | +13.6% | -4.7% | -0.3% |
| 6M | +16.2% | +3.6% | +12.6% | +11.2% |
| YTD | -8.4% | -9.8% | +1.4% | -6.2% |
| 1Y | +2.6% | -13.6% | +16.3% | +6.8% |
| 3Y | +156.4% | -2.0% | +158.3% | +131.6% |
| 5Y | +78.2% | -35.8% | +114.0% | +107.8% |
| All | +247.6% | +144.8% | +102.8% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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