-33.3%
TLT vs SYF
+89.0%
-122.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.4% |
| 30D | -0.6% | +0.8% | -1.4% | -0.6% |
| 3M | -2.7% | +13.4% | -16.1% | -2.6% |
| 6M | -5.6% | +16.3% | -22.0% | -5.4% |
| YTD | -2.8% | -3.0% | +0.2% | -2.9% |
| 1Y | -1.4% | +5.7% | -7.2% | -1.3% |
| 3Y | -1.6% | +160.1% | -161.7% | 0.0% |
| All | -33.3% | +89.0% | -122.2% | -34.3% |
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