+134.3%
ABBV vs SYF
+159.3%
-25.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +2.8% | -4.2% | +7.0% | +3.0% |
| 30D | +7.0% | -1.1% | +8.0% | +7.0% |
| 3M | +19.2% | -7.9% | +27.1% | +19.8% |
| 6M | +47.8% | -1.1% | +48.9% | +47.6% |
| YTD | +32.5% | -12.6% | +45.1% | +33.5% |
| 1Y | +38.4% | -2.4% | +40.8% | +37.8% |
| 3Y | +134.3% | +156.6% | -22.3% | +113.8% |
| All | +134.3% | +159.3% | -25.0% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling