-24.7%
U vs SYF
+207.6%
-232.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.8% |
| 7D | +36.6% | -2.1% | +38.7% | +38.2% |
| 30D | +13.3% | +2.5% | +10.8% | +11.3% |
| 3M | +26.2% | -6.3% | +32.4% | +31.0% |
| 6M | +88.7% | -1.5% | +90.2% | +88.4% |
| YTD | +16.6% | -10.5% | +27.1% | +23.1% |
| 1Y | +29.0% | +1.5% | +27.4% | +25.1% |
| 3Y | +99.5% | +163.3% | -63.8% | 0.0% |
| 5Y | -66.1% | +66.8% | -132.9% | -80.5% |
| All | -24.7% | +207.6% | -232.3% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling