+111.5%
SYY vs SYF
+255.8%
-144.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.9% |
| 7D | +1.5% | -5.5% | +7.0% | +3.8% |
| 30D | -2.3% | -3.9% | +1.5% | -0.9% |
| 3M | +5.5% | +8.9% | -3.4% | +1.0% |
| 6M | -1.0% | +16.2% | -17.2% | -8.2% |
| YTD | +14.1% | -8.4% | +22.6% | +15.7% |
| 1Y | +5.6% | +2.6% | +2.9% | +1.3% |
| 3Y | +27.9% | +156.4% | -128.5% | -26.1% |
| 5Y | +22.7% | +78.2% | -55.4% | -19.4% |
| All | +111.5% | +255.8% | -144.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling