+1,057.8%
TER vs SYF
+176.2%
+881.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +24.0% | -3.3% | +27.2% | +25.9% |
| 30D | -30.6% | -2.2% | -28.5% | -30.1% |
| 3M | -34.5% | -9.3% | -25.1% | -31.7% |
| 6M | -26.4% | +2.1% | -28.4% | -27.9% |
| YTD | +36.4% | -12.6% | +49.1% | +43.5% |
| 1Y | +47.4% | -3.4% | +50.9% | +47.9% |
| 3Y | +202.6% | +156.5% | +46.1% | +88.4% |
| 5Y | +83.9% | +59.6% | +24.3% | +37.6% |
| All | +1,057.8% | +176.2% | +881.6% | +531.9% |
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