+1,001.8%
TER vs SYF
+218.0%
+783.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +13.1% |
| 7D | -5.8% | -4.7% | -1.1% | -3.6% |
| 30D | -38.9% | +0.6% | -39.5% | -39.2% |
| 3M | -35.1% | -6.8% | -28.3% | -33.2% |
| 6M | -31.6% | +0.5% | -32.1% | -32.5% |
| YTD | +27.2% | -11.1% | +38.4% | +32.8% |
| 1Y | +35.2% | +1.3% | +33.9% | +32.7% |
| 3Y | +192.8% | +164.6% | +28.2% | +80.0% |
| 5Y | +72.4% | +65.2% | +7.3% | +27.2% |
| 10Y | +1,001.8% | +204.6% | +797.3% | +501.0% |
| All | +1,001.8% | +218.0% | +783.9% | +501.0% |
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