+206.7%
ABT vs SYF
+264.8%
-58.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -3.1% | -1.1% | -2.0% | -3.0% |
| 3M | +16.1% | +7.4% | +8.7% | +14.5% |
| 6M | -5.3% | +16.2% | -21.5% | -8.0% |
| YTD | -14.4% | -6.1% | -8.3% | -14.0% |
| 1Y | -18.4% | +3.4% | -21.8% | -19.5% |
| 3Y | +11.2% | +162.9% | -151.6% | -10.8% |
| 5Y | -9.4% | +85.6% | -95.0% | -24.1% |
| All | +206.7% | +264.8% | -58.1% | +106.6% |
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