-2.4%
U vs SYF
+0.9%
-3.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.5% |
| 7D | 0.0% | -5.5% | +5.5% | +3.7% |
| 30D | -4.1% | -3.9% | -0.2% | -1.8% |
| 3M | +57.8% | +8.9% | +48.9% | +46.8% |
| 6M | +103.5% | +16.2% | +87.3% | +79.2% |
| YTD | -4.8% | -8.4% | +3.7% | -3.3% |
| 1Y | -2.4% | +2.6% | -5.0% | -13.9% |
| All | -2.4% | +0.9% | -3.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling