-53.2%
TE vs SYF
+165.5%
-218.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.0% | +2.4% | -6.4% | -4.9% |
| 30D | -15.9% | +0.8% | -16.8% | -16.1% |
| 3M | -60.5% | +13.4% | -73.9% | -62.7% |
| 6M | -35.2% | +16.3% | -51.6% | -39.5% |
| YTD | -31.1% | -3.0% | -28.1% | -30.9% |
| 1Y | +148.6% | +5.7% | +142.9% | +141.6% |
| 3Y | -26.4% | +160.1% | -186.5% | -43.4% |
| 5Y | -48.0% | +88.5% | -136.5% | -59.4% |
| All | -53.2% | +165.5% | -218.7% | -64.1% |
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