+182.6%
ABBV vs SYF
+83.2%
+99.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -4.1% | -1.3% | -2.8% | -4.0% |
| 30D | +1.2% | -1.1% | +2.3% | +1.3% |
| 3M | +12.1% | +7.4% | +4.7% | +11.4% |
| 6M | +12.0% | +16.2% | -4.2% | +10.5% |
| YTD | +12.4% | -6.1% | +18.5% | +12.7% |
| 1Y | +22.9% | +3.4% | +19.6% | +22.1% |
| 3Y | +86.8% | +162.9% | -76.1% | +68.9% |
| All | +182.6% | +83.2% | +99.3% | +158.1% |
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