-12.5%
TLT vs SYF
+219.4%
-231.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | 0.0% |
| 7D | +0.3% | -4.3% | +4.5% | 0.0% |
| 30D | +5.1% | +1.0% | +4.1% | +5.2% |
| 3M | -0.2% | -6.4% | +6.2% | -0.6% |
| 6M | -2.9% | +1.0% | -3.9% | -2.7% |
| YTD | -2.7% | -10.7% | +8.1% | -3.3% |
| 1Y | -4.6% | +1.8% | -6.3% | -4.2% |
| 3Y | +6.1% | +165.8% | -159.8% | +16.1% |
| 5Y | -35.1% | +65.9% | -101.1% | -31.5% |
| 10Y | -12.5% | +206.0% | -218.5% | +4.8% |
| All | -12.5% | +219.4% | -231.9% | +4.8% |
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 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