+167.6%
SYK vs SYF
+255.8%
-88.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.2% |
| 7D | -12.3% | -5.5% | -6.8% | -10.7% |
| 30D | -22.4% | -3.9% | -18.6% | -21.5% |
| 3M | -12.3% | +8.9% | -21.3% | -14.9% |
| 6M | -24.3% | +16.2% | -40.5% | -28.1% |
| YTD | -22.8% | -8.4% | -14.3% | -21.4% |
| 1Y | -28.8% | +2.6% | -31.4% | -30.3% |
| 3Y | -4.0% | +156.4% | -160.3% | -33.7% |
| 5Y | +3.8% | +78.2% | -74.3% | -21.5% |
| All | +167.6% | +255.8% | -88.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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