+88.2%
T vs SYF
+306.8%
-218.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +1.0% | -2.1% | +3.2% | +1.5% |
| 30D | -10.6% | +2.5% | -13.1% | -11.1% |
| 3M | -7.7% | -6.3% | -1.5% | -6.6% |
| 6M | -13.3% | -1.5% | -11.9% | -13.4% |
| YTD | -8.8% | -10.5% | +1.7% | -7.6% |
| 1Y | -8.4% | +1.5% | -9.9% | -9.8% |
| 3Y | +59.6% | +163.3% | -103.6% | +21.1% |
| 5Y | +52.1% | +66.8% | -14.7% | +25.6% |
| 10Y | +56.9% | +228.5% | -171.6% | +0.8% |
| All | +88.2% | +306.8% | -218.6% | +17.7% |
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 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