+89.7%
T vs SYF
+303.9%
-214.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.7% | -4.7% | +6.4% | +2.7% |
| 30D | -1.7% | +0.6% | -2.3% | -1.9% |
| 3M | -7.3% | -6.8% | -0.5% | -6.1% |
| 6M | -11.2% | +0.5% | -11.7% | -11.7% |
| YTD | -8.1% | -11.1% | +3.1% | -6.7% |
| 1Y | -8.0% | +1.3% | -9.3% | -9.4% |
| 3Y | +62.1% | +164.6% | -102.5% | +22.7% |
| 5Y | +55.7% | +65.2% | -9.5% | +28.9% |
| 10Y | +54.1% | +204.6% | -150.5% | -0.1% |
| All | +89.7% | +303.9% | -214.2% | +18.8% |
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