+602.8%
ABBV vs SYF
+176.2%
+426.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.2% | -3.3% | +5.4% | +2.7% |
| 30D | +8.0% | -2.2% | +10.2% | +8.3% |
| 3M | +19.1% | -9.3% | +28.4% | +20.8% |
| 6M | +43.5% | +2.1% | +41.5% | +42.5% |
| YTD | +32.7% | -12.6% | +45.4% | +34.5% |
| 1Y | +30.0% | -3.4% | +33.5% | +29.4% |
| 3Y | +134.7% | +156.5% | -21.7% | +91.3% |
| 5Y | +200.6% | +59.6% | +141.1% | +162.3% |
| All | +602.8% | +176.2% | +426.6% | +422.7% |
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