+72.2%
V vs SYF
+89.0%
-16.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | +2.0% | +0.8% | +1.1% | +1.7% |
| 3M | +17.4% | +13.4% | +4.0% | +12.9% |
| 6M | +17.5% | +16.3% | +1.2% | +11.9% |
| YTD | +7.6% | -3.0% | +10.6% | +7.5% |
| 1Y | +7.7% | +5.7% | +2.0% | +4.8% |
| 3Y | +54.7% | +160.1% | -105.5% | +11.8% |
| All | +72.2% | +89.0% | -16.8% | +32.4% |
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