+11.5%
ABT vs SYF
+170.1%
-158.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -3.1% | +2.6% | -5.7% | -3.3% |
| 30D | -2.1% | 0.0% | -2.2% | -2.1% |
| 3M | +17.4% | +11.9% | +5.5% | +16.4% |
| 6M | -2.4% | +18.9% | -21.3% | -3.5% |
| YTD | -14.2% | -4.6% | -9.6% | -14.2% |
| 1Y | -18.3% | +6.4% | -24.7% | -18.9% |
| 3Y | +11.5% | +167.2% | -155.7% | +3.3% |
| All | +11.5% | +170.1% | -158.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling