+73.8%
SYNA vs SPY
+322.5%
-248.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +6.7% |
| 7D | +2.1% | -0.8% | +2.8% | +3.5% |
| 30D | -8.2% | -1.1% | -7.1% | -6.4% |
| 3M | -25.8% | +3.9% | -29.6% | -29.9% |
| 6M | +31.8% | +13.6% | +18.2% | +8.8% |
| YTD | +36.5% | +12.7% | +23.8% | +14.5% |
| 1Y | +41.4% | +17.5% | +23.9% | +11.6% |
| 3Y | +21.3% | +76.9% | -55.6% | -47.2% |
| 5Y | -44.5% | +83.6% | -128.1% | -75.1% |
| All | +73.8% | +322.5% | -248.7% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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