-77.0%
SYNX vs SPY
+64.4%
-141.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.1% | -0.4% | -2.8% | -3.1% |
| 30D | -23.1% | -1.4% | -21.7% | -22.9% |
| 3M | -20.1% | +3.7% | -23.8% | -20.5% |
| 6M | -31.9% | +13.0% | -44.9% | -32.6% |
| YTD | -22.3% | +12.4% | -34.7% | -23.2% |
| 1Y | -43.1% | +18.5% | -61.6% | -44.2% |
| All | -77.0% | +64.4% | -141.3% | -71.5% |
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