+180.7%
SYF vs TRU
+243.6%
-62.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | +1.2% | +21.3% | -20.1% | -9.6% |
| 3M | -9.4% | +0.2% | -9.6% | -11.0% |
| 6M | +4.4% | +22.4% | -18.0% | -9.2% |
| YTD | -11.9% | -4.8% | -7.1% | -13.4% |
| 1Y | -0.4% | -0.2% | -0.2% | -4.7% |
| 3Y | +159.6% | +57.9% | +101.6% | +80.7% |
| 5Y | +60.9% | -26.1% | +87.0% | +67.8% |
| 10Y | +180.9% | +184.8% | -3.9% | +69.1% |
| All | +180.7% | +243.6% | -62.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling