-19.3%
TLT vs SYF
+263.6%
-282.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.4% | +2.6% | -2.2% | +0.6% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | -1.7% | +11.9% | -13.7% | -0.9% |
| 6M | -4.9% | +18.9% | -23.8% | -3.6% |
| YTD | -2.8% | -4.6% | +1.8% | -3.0% |
| 1Y | -4.2% | +6.4% | -10.6% | -3.5% |
| 3Y | -1.1% | +167.2% | -168.3% | +8.3% |
| 5Y | -33.7% | +92.3% | -126.1% | -28.9% |
| All | -19.3% | +263.6% | -282.9% | -3.7% |
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