+284.9%
ADBE vs SYF
+340.9%
-56.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -8.6% | +2.4% | -11.0% | -9.2% |
| 30D | +2.8% | +0.8% | +1.9% | +2.4% |
| 3M | +3.1% | +13.4% | -10.3% | -1.0% |
| 6M | -2.4% | +16.3% | -18.8% | -7.2% |
| YTD | -23.9% | -3.0% | -20.8% | -24.0% |
| 1Y | -22.6% | +5.7% | -28.3% | -24.8% |
| 3Y | -52.7% | +160.1% | -212.8% | -65.4% |
| 5Y | -60.0% | +88.5% | -148.5% | -68.9% |
| 10Y | +157.3% | +263.1% | -105.7% | +51.6% |
| All | +284.9% | +340.9% | -56.0% | +117.4% |
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 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