+1,006.2%
TER vs SYF
+196.3%
+809.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.7% |
| 7D | -8.9% | -4.2% | -4.7% | -7.0% |
| 30D | -39.1% | -1.1% | -38.0% | -38.9% |
| 3M | -32.8% | -7.9% | -24.9% | -30.5% |
| 6M | -31.7% | -1.1% | -30.6% | -32.2% |
| YTD | +26.9% | -12.6% | +39.5% | +33.4% |
| 1Y | +33.6% | -2.4% | +35.9% | +33.3% |
| 3Y | +181.5% | +156.6% | +24.9% | +75.3% |
| 5Y | +76.1% | +61.9% | +14.2% | +31.0% |
| 10Y | +1,006.2% | +186.5% | +819.8% | +499.2% |
| All | +1,006.2% | +196.3% | +809.9% | +499.2% |
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