+77.6%
V vs SYF
+158.5%
-81.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | +13.6% | +2.5% | +11.1% | +12.9% |
| 3M | +14.3% | -6.3% | +20.6% | +15.9% |
| 6M | +33.1% | -1.5% | +34.5% | +33.0% |
| YTD | +21.2% | -10.5% | +31.7% | +23.4% |
| 1Y | +26.4% | +1.5% | +24.9% | +24.8% |
| 3Y | +77.6% | +163.3% | -85.7% | +55.9% |
| All | +77.6% | +158.5% | -81.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling