+287.3%
ADSK vs SYF
+326.7%
-39.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -14.5% | -1.3% | -13.2% | -14.1% |
| 30D | -19.3% | -1.1% | -18.2% | -19.1% |
| 3M | -7.8% | +7.4% | -15.2% | -10.8% |
| 6M | -20.8% | +16.2% | -37.0% | -25.8% |
| YTD | -30.2% | -6.1% | -24.1% | -29.5% |
| 1Y | -36.5% | +3.4% | -39.8% | -38.3% |
| 3Y | -5.7% | +162.9% | -168.6% | -38.4% |
| 5Y | -28.2% | +85.6% | -113.8% | -48.1% |
| 10Y | +209.1% | +262.7% | -53.6% | +53.0% |
| All | +287.3% | +326.7% | -39.4% | +87.9% |
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