+2,024.1%
TER vs SYF
+340.9%
+1,683.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | +2.4% | -1.8% | -0.5% |
| 30D | -8.3% | +0.8% | -9.1% | -8.7% |
| 3M | -12.2% | +13.4% | -25.6% | -17.6% |
| 6M | +17.1% | +16.3% | +0.7% | +8.9% |
| YTD | +84.7% | -3.0% | +87.7% | +85.7% |
| 1Y | +199.9% | +5.7% | +194.2% | +189.1% |
| 3Y | +232.8% | +160.1% | +72.7% | +107.5% |
| 5Y | +198.6% | +88.5% | +110.1% | +108.6% |
| 10Y | +1,669.7% | +263.1% | +1,406.7% | +734.6% |
| All | +2,024.1% | +340.9% | +1,683.2% | +795.0% |
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 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