+148.0%
ADBE vs SYF
+255.8%
-107.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.7% |
| 7D | -12.9% | -5.5% | -7.4% | -11.5% |
| 30D | -5.6% | -3.9% | -1.8% | -4.7% |
| 3M | +6.6% | +8.9% | -2.3% | +3.6% |
| 6M | -9.6% | +16.2% | -25.8% | -13.9% |
| YTD | -28.9% | -8.4% | -20.5% | -27.9% |
| 1Y | -28.9% | +2.6% | -31.6% | -30.3% |
| 3Y | -55.6% | +156.4% | -212.0% | -67.2% |
| 5Y | -62.2% | +78.2% | -140.4% | -70.1% |
| All | +148.0% | +255.8% | -107.7% | +55.4% |
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