+773.9%
V vs SYF
+306.8%
+467.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | +13.6% | +2.5% | +11.1% | +12.6% |
| 3M | +14.3% | -6.3% | +20.6% | +16.5% |
| 6M | +33.1% | -1.5% | +34.5% | +32.8% |
| YTD | +21.2% | -10.5% | +31.7% | +24.2% |
| 1Y | +26.4% | +1.5% | +24.9% | +24.1% |
| 3Y | +77.6% | +163.3% | -85.7% | +21.6% |
| 5Y | +102.6% | +66.8% | +35.8% | +56.7% |
| 10Y | +464.4% | +228.5% | +235.9% | +201.8% |
| All | +773.9% | +306.8% | +467.1% | +345.1% |
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