+1,254.4%
AAPL vs SYF
+255.8%
+998.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.0% | +4.3% |
| 7D | -0.5% | -5.5% | +5.0% | +1.1% |
| 30D | +7.1% | -3.9% | +11.0% | +8.2% |
| 3M | +12.1% | +8.9% | +3.2% | +8.7% |
| 6M | +25.4% | +16.2% | +9.2% | +19.1% |
| YTD | +20.5% | -8.4% | +28.9% | +22.1% |
| 1Y | +44.5% | +2.6% | +41.9% | +41.3% |
| 3Y | +85.8% | +156.4% | -70.6% | +35.1% |
| 5Y | +124.8% | +78.2% | +46.6% | +76.1% |
| All | +1,254.4% | +255.8% | +998.6% | +772.9% |
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 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