+2.6%
SYF vs TRU
-17.6%
+20.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -5.5% | -9.4% | +3.9% | -2.8% |
| 30D | -3.9% | -4.1% | +0.3% | -3.0% |
| 3M | +8.9% | +13.6% | -4.7% | +3.7% |
| 6M | +16.2% | +3.6% | +12.6% | +13.5% |
| YTD | -8.4% | -9.8% | +1.4% | -6.4% |
| 1Y | +2.6% | -13.6% | +16.3% | +3.5% |
| All | +2.6% | -17.6% | +20.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling