+141.5%
W vs SYF
+259.8%
-118.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.7% |
| 7D | +6.5% | +2.6% | +3.9% | +4.5% |
| 30D | -6.2% | 0.0% | -6.3% | -6.4% |
| 3M | +48.9% | +11.9% | +37.0% | +38.6% |
| 6M | +31.2% | +18.9% | +12.3% | +17.7% |
| YTD | -0.4% | -4.6% | +4.1% | +3.3% |
| 1Y | +14.8% | +6.4% | +8.5% | +10.2% |
| 3Y | +40.5% | +167.2% | -126.7% | -25.6% |
| 5Y | -62.1% | +92.3% | -154.5% | -75.2% |
| 10Y | +141.5% | +263.2% | -121.6% | -14.4% |
| All | +141.5% | +259.8% | -118.2% | -14.4% |
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 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