+71.5%
T vs SYF
+263.6%
-192.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | +7.6% | 0.0% | +7.6% | +7.5% |
| 3M | +15.3% | +11.9% | +3.4% | +12.2% |
| 6M | -8.5% | +18.9% | -27.4% | -12.4% |
| YTD | +6.8% | -4.6% | +11.4% | +6.8% |
| 1Y | -7.2% | +6.4% | -13.6% | -9.7% |
| 3Y | +108.2% | +167.2% | -58.9% | +54.9% |
| 5Y | +66.1% | +92.3% | -26.3% | +30.8% |
| All | +71.5% | +263.6% | -192.1% | +7.0% |
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