+1,428.0%
AAPL vs SYF
+340.9%
+1,087.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +3.0% | +0.8% | +2.1% | +2.6% |
| 3M | +2.9% | +13.4% | -10.5% | -1.4% |
| 6M | +22.1% | +16.3% | +5.8% | +15.9% |
| YTD | +18.0% | -3.0% | +21.0% | +17.7% |
| 1Y | +33.9% | +5.7% | +28.2% | +29.9% |
| 3Y | +71.2% | +160.1% | -88.9% | +23.5% |
| 5Y | +112.6% | +88.5% | +24.1% | +63.5% |
| 10Y | +1,198.8% | +263.1% | +935.7% | +646.9% |
| All | +1,428.0% | +340.9% | +1,087.1% | +746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling