+444.2%
V vs SYF
+218.0%
+226.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.8% | -4.7% | +3.9% | +0.8% |
| 30D | +9.5% | +0.6% | +8.9% | +9.3% |
| 3M | +16.7% | -6.8% | +23.5% | +19.2% |
| 6M | +32.9% | +0.5% | +32.4% | +31.8% |
| YTD | +21.1% | -11.1% | +32.2% | +24.4% |
| 1Y | +26.6% | +1.3% | +25.3% | +24.4% |
| 3Y | +78.4% | +164.6% | -86.3% | +21.4% |
| 5Y | +105.5% | +65.2% | +40.3% | +59.2% |
| 10Y | +444.2% | +204.6% | +239.7% | +225.9% |
| All | +444.2% | +218.0% | +226.3% | +225.9% |
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 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