+201.2%
ABT vs SYF
+255.8%
-54.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | -5.0% | -5.5% | +0.5% | -4.0% |
| 30D | -5.8% | -3.9% | -1.9% | -5.2% |
| 3M | +16.7% | +8.9% | +7.8% | +14.8% |
| 6M | -5.2% | +16.2% | -21.5% | -7.9% |
| YTD | -16.0% | -8.4% | -7.5% | -15.2% |
| 1Y | -18.3% | +2.6% | -20.9% | -19.3% |
| 3Y | +9.2% | +156.4% | -147.1% | -12.0% |
| 5Y | -11.6% | +78.2% | -89.7% | -25.4% |
| All | +201.2% | +255.8% | -54.5% | +103.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling