+815.4%
ABBV vs SYF
+299.1%
+516.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | +0.1% | -3.6% | +3.6% | +0.7% |
| 30D | +5.6% | -1.7% | +7.3% | +5.8% |
| 3M | +18.7% | -7.8% | +26.5% | +20.2% |
| 6M | +47.4% | +3.4% | +44.0% | +45.8% |
| YTD | +33.0% | -12.2% | +45.2% | +34.8% |
| 1Y | +34.9% | -1.6% | +36.5% | +33.8% |
| 3Y | +135.2% | +157.8% | -22.6% | +88.0% |
| 5Y | +202.1% | +61.9% | +140.2% | +159.0% |
| 10Y | +602.6% | +180.0% | +422.5% | +389.2% |
| All | +815.4% | +299.1% | +516.3% | +462.3% |
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