+41.4%
SYNA vs SPY
+18.1%
+23.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +6.0% |
| 7D | +2.1% | -0.8% | +2.8% | +4.1% |
| 30D | -8.2% | -1.1% | -7.1% | -5.7% |
| 3M | -25.8% | +3.9% | -29.6% | -31.9% |
| 6M | +31.8% | +13.6% | +18.2% | +1.1% |
| YTD | +36.5% | +12.7% | +23.8% | +6.4% |
| 1Y | +41.4% | +17.5% | +23.9% | -2.9% |
| All | +41.4% | +18.1% | +23.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling