+241.8%
ADBE vs SYF
+297.3%
-55.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -3.8% | -4.2% | +0.4% | -2.7% |
| 30D | -2.3% | -1.1% | -1.2% | -2.1% |
| 3M | -13.3% | -7.9% | -5.4% | -11.4% |
| 6M | -6.5% | -1.1% | -5.4% | -6.8% |
| YTD | -32.4% | -12.6% | -19.8% | -30.6% |
| 1Y | -28.0% | -2.4% | -25.6% | -28.4% |
| 3Y | -60.4% | +156.6% | -217.0% | -70.9% |
| 5Y | -63.4% | +61.9% | -125.3% | -70.3% |
| 10Y | +127.4% | +186.5% | -59.0% | +44.2% |
| All | +241.8% | +297.3% | -55.5% | +98.6% |
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 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