+25.7%
ABNB vs SYF
+180.9%
-155.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -4.0% | +2.4% | -6.3% | -5.1% |
| 30D | +19.3% | +0.8% | +18.5% | +18.6% |
| 3M | +36.1% | +13.4% | +22.7% | +26.8% |
| 6M | +34.2% | +16.3% | +17.9% | +23.4% |
| YTD | +34.1% | -3.0% | +37.1% | +34.2% |
| 1Y | +45.1% | +5.7% | +39.4% | +38.5% |
| 3Y | +37.1% | +160.1% | -123.0% | -22.1% |
| 5Y | +15.2% | +88.5% | -73.4% | -28.7% |
| All | +25.7% | +180.9% | -155.2% | -22.3% |
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