-18.3%
TE vs SYF
+170.1%
-188.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +11.6% |
| 7D | +18.2% | +2.6% | +15.6% | +15.1% |
| 30D | -13.5% | 0.0% | -13.5% | -13.6% |
| 3M | -44.6% | +11.9% | -56.5% | -51.2% |
| 6M | -24.7% | +18.9% | -43.6% | -38.4% |
| YTD | -24.3% | -4.6% | -19.7% | -23.5% |
| 1Y | +155.6% | +6.4% | +149.2% | +129.7% |
| 3Y | -18.3% | +167.2% | -185.4% | -66.3% |
| All | -18.3% | +170.1% | -188.4% | -66.3% |
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