-54.2%
W vs SYF
+65.2%
-119.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -3.6% | -2.1% | -1.5% | -1.5% |
| 30D | +7.0% | +2.5% | +4.4% | +4.5% |
| 3M | +7.4% | -6.3% | +13.6% | +13.9% |
| 6M | +69.3% | -1.5% | +70.8% | +73.2% |
| YTD | +11.3% | -10.5% | +21.8% | +23.4% |
| 1Y | +13.2% | +1.5% | +11.7% | +10.7% |
| 3Y | +142.0% | +163.3% | -21.3% | -13.3% |
| All | -54.2% | +65.2% | -119.4% | -78.6% |
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