+217.0%
W vs SYF
+196.3%
+20.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.3% |
| 7D | +1.1% | -4.2% | +5.3% | +4.2% |
| 30D | +6.4% | -1.1% | +7.5% | +7.4% |
| 3M | +9.0% | -7.9% | +16.9% | +15.3% |
| 6M | +69.8% | -1.1% | +70.9% | +73.1% |
| YTD | +12.1% | -12.6% | +24.7% | +23.7% |
| 1Y | 0.0% | -2.4% | +2.4% | +2.2% |
| 3Y | +160.3% | +156.6% | +3.7% | +42.2% |
| 5Y | -53.3% | +61.9% | -115.2% | -66.1% |
| 10Y | +217.0% | +186.5% | +30.5% | +40.2% |
| All | +217.0% | +196.3% | +20.7% | +40.2% |
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