+71.7%
TER vs SYF
+60.4%
+11.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +14.4% | -2.0% | +16.4% | +15.6% |
| 30D | -30.6% | +1.2% | -31.8% | -31.3% |
| 3M | -39.2% | -9.4% | -29.8% | -36.2% |
| 6M | -31.3% | +4.4% | -35.7% | -33.9% |
| YTD | +29.1% | -11.9% | +41.0% | +35.8% |
| 1Y | +47.4% | -0.4% | +47.8% | +44.9% |
| 3Y | +191.2% | +159.6% | +31.7% | +61.7% |
| All | +71.7% | +60.4% | +11.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling