+12.6%
TE vs SYF
+157.3%
-144.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.0% |
| 7D | -13.6% | -3.3% | -10.3% | -10.6% |
| 30D | -37.7% | -2.2% | -35.5% | -36.3% |
| 3M | -59.8% | -9.3% | -50.4% | -55.8% |
| 6M | -66.3% | +2.1% | -68.4% | -67.4% |
| YTD | -70.5% | -12.6% | -57.9% | -67.6% |
| 1Y | -48.8% | -3.4% | -45.4% | -49.4% |
| All | +12.6% | +157.3% | -144.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling