+215.4%
ADSK vs SYF
+258.4%
-43.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | -2.5% | -4.9% | +2.4% | -0.7% |
| 30D | -14.9% | -4.3% | -10.6% | -13.6% |
| 3M | +3.3% | +5.5% | -2.2% | +0.8% |
| 6M | -15.7% | +17.5% | -33.2% | -21.3% |
| YTD | -28.2% | -7.8% | -20.5% | -27.1% |
| 1Y | -34.5% | +1.6% | -36.2% | -36.0% |
| 3Y | -2.9% | +154.8% | -157.7% | -35.5% |
| 5Y | -25.3% | +79.5% | -104.8% | -45.3% |
| All | +215.4% | +258.4% | -43.0% | +61.2% |
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