-44.6%
SYNA vs SPY
+82.3%
-126.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +6.3% |
| 7D | +2.1% | -0.8% | +2.8% | +3.9% |
| 30D | -8.2% | -1.1% | -7.1% | -5.9% |
| 3M | -25.8% | +3.9% | -29.6% | -31.1% |
| 6M | +31.8% | +13.6% | +18.2% | +3.1% |
| YTD | +36.5% | +12.7% | +23.8% | +8.7% |
| 1Y | +41.4% | +17.5% | +23.9% | +4.1% |
| 3Y | +21.3% | +76.9% | -55.6% | -60.2% |
| All | -44.6% | +82.3% | -126.9% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling