+691.0%
ABBV vs SYF
+340.9%
+350.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | +4.2% | +0.8% | +3.3% | +4.0% |
| 3M | +14.8% | +13.4% | +1.4% | +12.0% |
| 6M | +10.3% | +16.3% | -6.1% | +6.9% |
| YTD | +14.9% | -3.0% | +17.9% | +14.6% |
| 1Y | +24.1% | +5.7% | +18.4% | +21.6% |
| 3Y | +91.9% | +160.1% | -68.2% | +53.5% |
| 5Y | +176.0% | +88.5% | +87.5% | +129.5% |
| 10Y | +502.9% | +263.1% | +239.9% | +291.5% |
| All | +691.0% | +340.9% | +350.1% | +378.2% |
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