+29.1%
ABNB vs SYF
+155.1%
-126.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.7% |
| 7D | -1.7% | -2.0% | +0.3% | -0.7% |
| 30D | +11.8% | +1.2% | +10.6% | +11.1% |
| 3M | +0.9% | -9.4% | +10.3% | +6.0% |
| 6M | +40.5% | +4.4% | +36.1% | +36.5% |
| YTD | +37.6% | -11.9% | +49.5% | +44.8% |
| 1Y | +54.1% | -0.4% | +54.5% | +52.1% |
| 3Y | +56.8% | +159.6% | -102.8% | -10.8% |
| 5Y | -9.6% | +60.9% | -70.5% | -40.4% |
| All | +29.1% | +155.1% | -126.0% | -16.2% |
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 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