+1,198.2%
TER vs SYF
+306.8%
+891.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -20.5% | -2.1% | -18.3% | -19.7% |
| 30D | -47.0% | +2.5% | -49.5% | -47.8% |
| 3M | -43.3% | -6.3% | -37.0% | -41.8% |
| 6M | -42.9% | -1.5% | -41.5% | -43.1% |
| YTD | +12.9% | -10.5% | +23.4% | +17.4% |
| 1Y | +18.2% | +1.5% | +16.7% | +15.9% |
| 3Y | +151.8% | +163.3% | -11.5% | +56.2% |
| 5Y | +54.2% | +66.8% | -12.5% | +14.0% |
| 10Y | +908.2% | +228.5% | +679.7% | +396.4% |
| All | +1,198.2% | +306.8% | +891.4% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling