-39.0%
U vs SYF
+233.4%
-272.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | +2.4% | -6.2% | -5.3% |
| 30D | +17.5% | +0.8% | +16.6% | +16.6% |
| 3M | +38.7% | +13.4% | +25.3% | +26.8% |
| 6M | +104.4% | +16.3% | +88.1% | +83.1% |
| YTD | -5.7% | -3.0% | -2.7% | -5.2% |
| 1Y | +3.7% | +5.7% | -2.0% | -1.4% |
| 3Y | +12.3% | +160.1% | -147.8% | -43.1% |
| 5Y | -68.8% | +88.5% | -157.3% | -82.9% |
| All | -39.0% | +233.4% | -272.4% | -61.2% |
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 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