+210.1%
W vs SYF
+178.4%
+31.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | +0.2% | -2.0% | +2.2% | +1.6% |
| 30D | +6.8% | +1.2% | +5.6% | +6.1% |
| 3M | +10.7% | -9.4% | +20.0% | +18.5% |
| 6M | +86.3% | +4.4% | +81.9% | +82.7% |
| YTD | +11.5% | -11.9% | +23.4% | +22.4% |
| 1Y | +5.1% | -0.4% | +5.5% | +5.9% |
| 3Y | +171.0% | +159.6% | +11.4% | +46.8% |
| 5Y | -56.6% | +60.9% | -117.5% | -68.5% |
| All | +210.1% | +178.4% | +31.7% | +38.2% |
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 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