+441.0%
TEAM vs SYF
+196.3%
+244.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -22.2% | -4.2% | -18.0% | -21.2% |
| 30D | -28.1% | -1.1% | -27.1% | -27.9% |
| 3M | -2.2% | -7.9% | +5.7% | +0.1% |
| 6M | +62.2% | -1.1% | +63.3% | +62.0% |
| YTD | -8.4% | -12.6% | +4.2% | -5.5% |
| 1Y | -6.6% | -2.4% | -4.2% | -6.8% |
| 3Y | -15.7% | +156.6% | -172.3% | -35.3% |
| 5Y | -65.7% | +61.9% | -127.6% | -71.9% |
| 10Y | +441.0% | +186.5% | +254.5% | +287.1% |
| All | +441.0% | +196.3% | +244.7% | +287.1% |
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 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