+983.8%
SYNA vs SPY
+949.1%
+34.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -0.5% | +0.5% | -1.0% | -1.1% |
| 30D | -10.8% | -0.9% | -9.9% | -9.7% |
| 3M | -30.4% | +3.9% | -34.2% | -33.2% |
| 6M | +31.6% | +14.5% | +17.0% | +13.0% |
| YTD | +28.0% | +12.9% | +15.0% | +12.1% |
| 1Y | +34.2% | +19.4% | +14.9% | +10.6% |
| 3Y | +9.5% | +78.5% | -69.0% | -41.4% |
| 5Y | -48.5% | +81.8% | -130.2% | -70.6% |
| 10Y | +57.0% | +311.5% | -254.6% | -60.1% |
| All | +983.8% | +949.1% | +34.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling