+208.0%
SYY vs SYF
+340.9%
-132.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.3% | +2.4% | -4.7% | -3.2% |
| 30D | -4.9% | +0.8% | -5.8% | -5.4% |
| 3M | +8.4% | +13.4% | -5.0% | +2.4% |
| 6M | -7.4% | +16.3% | -23.7% | -13.7% |
| YTD | +11.0% | -3.0% | +14.0% | +10.0% |
| 1Y | -0.2% | +5.7% | -5.9% | -5.0% |
| 3Y | +23.8% | +160.1% | -136.3% | -25.5% |
| 5Y | +18.1% | +88.5% | -70.4% | -21.6% |
| 10Y | +94.6% | +263.1% | -168.5% | -15.2% |
| All | +208.0% | +340.9% | -132.9% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling