+209.1%
SYF vs TRU
+238.0%
-28.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +3.3% |
| 7D | +2.4% | -6.8% | +9.2% | +6.1% |
| 30D | +0.8% | 0.0% | +0.8% | +0.3% |
| 3M | +13.4% | +13.3% | +0.1% | +4.4% |
| 6M | +16.3% | +3.4% | +12.9% | +11.7% |
| YTD | -3.0% | -6.4% | +3.4% | -2.6% |
| 1Y | +5.7% | -9.7% | +15.4% | +7.1% |
| 3Y | +160.1% | +0.1% | +160.0% | +134.3% |
| 5Y | +88.5% | -34.0% | +122.5% | +113.2% |
| 10Y | +263.1% | +147.9% | +115.2% | +131.8% |
| All | +209.1% | +238.0% | -28.9% | +87.1% |
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