+208.9%
W vs SYF
+176.2%
+32.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | -1.7% | -3.3% | +1.6% | +0.7% |
| 30D | +3.2% | -2.2% | +5.4% | +5.0% |
| 3M | +8.3% | -9.3% | +17.6% | +15.9% |
| 6M | +84.3% | +2.1% | +82.2% | +83.6% |
| YTD | +11.0% | -12.6% | +23.7% | +22.6% |
| 1Y | -0.2% | -3.4% | +3.2% | +2.8% |
| 3Y | +157.9% | +156.5% | +1.4% | +40.9% |
| 5Y | -56.8% | +59.6% | -116.4% | -68.4% |
| All | +208.9% | +176.2% | +32.7% | +38.5% |
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