-26.6%
U vs SYF
+200.3%
-226.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +2.8% | -3.3% | +6.1% | +5.1% |
| 30D | +7.6% | -2.2% | +9.8% | +9.1% |
| 3M | +12.7% | -9.3% | +22.0% | +19.7% |
| 6M | +87.0% | +2.1% | +84.9% | +82.4% |
| YTD | +13.6% | -12.6% | +26.2% | +21.9% |
| 1Y | +25.3% | -3.4% | +28.7% | +25.6% |
| 3Y | +85.8% | +156.5% | -70.7% | -5.2% |
| 5Y | -74.5% | +59.6% | -134.1% | -85.0% |
| All | -26.6% | +200.3% | -226.9% | -50.1% |
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