+151.8%
TER vs SYF
+158.5%
-6.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -20.5% | -2.1% | -18.3% | -19.6% |
| 30D | -47.0% | +2.5% | -49.5% | -47.9% |
| 3M | -43.3% | -6.3% | -37.0% | -41.6% |
| 6M | -42.9% | -1.5% | -41.5% | -43.2% |
| YTD | +12.9% | -10.5% | +23.4% | +17.5% |
| 1Y | +18.2% | +1.5% | +16.7% | +14.9% |
| 3Y | +151.8% | +163.3% | -11.5% | +58.0% |
| All | +151.8% | +158.5% | -6.8% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling