-77.2%
SYNX vs SPY
+64.8%
-142.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -22.4% | -1.1% | -21.3% | -22.2% |
| 3M | -26.5% | +3.9% | -30.4% | -26.9% |
| 6M | -31.4% | +13.6% | -45.0% | -32.2% |
| YTD | -23.1% | +12.7% | -35.8% | -24.0% |
| 1Y | -49.5% | +17.5% | -67.0% | -50.5% |
| All | -77.2% | +64.8% | -142.0% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling