-53.4%
TE vs SYF
+150.6%
-204.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.3% | -5.7% |
| 7D | +0.9% | -5.5% | +6.4% | +3.3% |
| 30D | -16.3% | -3.9% | -12.4% | -14.8% |
| 3M | -40.8% | +8.9% | -49.7% | -43.0% |
| 6M | -42.6% | +16.2% | -58.8% | -46.3% |
| YTD | -31.4% | -8.4% | -23.0% | -29.5% |
| 1Y | +144.9% | +2.6% | +142.3% | +141.2% |
| 3Y | -26.0% | +156.4% | -182.4% | -42.2% |
| 5Y | -48.5% | +78.2% | -126.7% | -58.7% |
| All | -53.4% | +150.6% | -204.0% | -63.4% |
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