+29.2%
ABNB vs SYF
+153.1%
-124.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.7% |
| 7D | +11.9% | -4.2% | +16.1% | +14.4% |
| 30D | +12.7% | -1.1% | +13.7% | +13.2% |
| 3M | +1.2% | -7.9% | +9.1% | +5.4% |
| 6M | +32.1% | -1.1% | +33.2% | +31.9% |
| YTD | +37.7% | -12.6% | +50.3% | +45.4% |
| 1Y | +55.5% | -2.4% | +57.9% | +54.9% |
| 3Y | +58.2% | +156.6% | -98.4% | -9.4% |
| 5Y | -2.8% | +61.9% | -64.7% | -35.9% |
| All | +29.2% | +153.1% | -124.0% | -15.8% |
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 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