+995.4%
TER vs SYF
+178.4%
+817.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +14.4% | -2.0% | +16.4% | +15.4% |
| 30D | -30.6% | +1.2% | -31.8% | -31.2% |
| 3M | -39.2% | -9.4% | -29.8% | -36.6% |
| 6M | -31.3% | +4.4% | -35.7% | -33.4% |
| YTD | +29.1% | -11.9% | +41.0% | +35.2% |
| 1Y | +47.4% | -0.4% | +47.8% | +45.7% |
| 3Y | +191.2% | +159.6% | +31.7% | +80.3% |
| 5Y | +74.0% | +60.9% | +13.1% | +29.7% |
| All | +995.4% | +178.4% | +817.0% | +495.4% |
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