-68.1%
U vs SYF
+92.3%
-160.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.9% |
| 7D | +4.5% | +2.6% | +1.9% | +2.3% |
| 30D | -0.6% | 0.0% | -0.6% | -0.9% |
| 3M | +48.4% | +11.9% | +36.5% | +34.2% |
| 6M | +115.4% | +18.9% | +96.5% | +84.4% |
| YTD | -3.2% | -4.6% | +1.4% | -1.7% |
| 1Y | -6.0% | +6.4% | -12.4% | -12.4% |
| 3Y | +13.5% | +167.2% | -153.7% | -56.4% |
| All | -68.1% | +92.3% | -160.5% | -85.2% |
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