-63.1%
W vs SYF
+89.0%
-152.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | +2.4% | -6.6% | -6.3% |
| 30D | -7.6% | +0.8% | -8.4% | -8.5% |
| 3M | +37.2% | +13.4% | +23.8% | +22.2% |
| 6M | +26.3% | +16.3% | +10.0% | +10.2% |
| YTD | -1.0% | -3.0% | +2.0% | +1.6% |
| 1Y | +20.1% | +5.7% | +14.4% | +12.4% |
| 3Y | +37.8% | +160.1% | -122.3% | -48.8% |
| All | -63.1% | +89.0% | -152.1% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling