+223.4%
ABT vs SYF
+297.1%
-73.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.6% | -3.3% | -2.3% | -5.0% |
| 30D | +5.2% | -2.2% | +7.3% | +5.6% |
| 3M | -2.7% | -9.3% | +6.6% | -1.0% |
| 6M | +28.8% | +2.1% | +26.8% | +27.9% |
| YTD | -12.3% | -12.6% | +0.4% | -10.7% |
| 1Y | -14.7% | -3.4% | -11.2% | -14.8% |
| 3Y | +21.6% | +156.5% | -134.9% | -3.2% |
| 5Y | -7.8% | +59.6% | -67.3% | -21.0% |
| 10Y | +222.5% | +178.6% | +43.8% | +124.3% |
| All | +223.4% | +297.1% | -73.7% | +107.8% |
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 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