+17.2%
ABNB vs SYF
+171.9%
-154.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.0% |
| 7D | -7.4% | -1.3% | -6.1% | -6.8% |
| 30D | -8.2% | -1.1% | -7.1% | -7.8% |
| 3M | +29.1% | +7.4% | +21.7% | +23.9% |
| 6M | +26.6% | +16.2% | +10.4% | +16.5% |
| YTD | +25.0% | -6.1% | +31.1% | +27.3% |
| 1Y | +37.0% | +3.4% | +33.6% | +32.3% |
| 3Y | +16.3% | +162.9% | -146.5% | -34.2% |
| 5Y | +2.2% | +85.6% | -83.4% | -35.8% |
| All | +17.2% | +171.9% | -154.6% | -26.3% |
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 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