+59.6%
SYF vs TRU
-25.2%
+84.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -3.3% | -2.2% | -1.1% | -2.3% |
| 30D | -2.2% | +20.2% | -22.3% | -10.6% |
| 3M | -9.3% | +2.2% | -11.6% | -11.4% |
| 6M | +2.1% | +17.6% | -15.5% | -7.5% |
| YTD | -12.6% | -5.0% | -7.7% | -13.4% |
| 1Y | -3.4% | -1.0% | -2.5% | -6.2% |
| 3Y | +156.5% | +56.5% | +100.0% | +94.0% |
| 5Y | +59.6% | -26.2% | +85.8% | +63.9% |
| All | +59.6% | -25.2% | +84.8% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling