+101.8%
AKAM vs SYF
+255.8%
-154.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.8% |
| 7D | +0.6% | -5.5% | +6.1% | +1.6% |
| 30D | -8.2% | -3.9% | -4.3% | -7.6% |
| 3M | -17.6% | +8.9% | -26.5% | -19.2% |
| 6M | +2.5% | +16.2% | -13.7% | -1.0% |
| YTD | +22.8% | -8.4% | +31.2% | +23.5% |
| 1Y | +39.6% | +2.6% | +37.0% | +37.2% |
| 3Y | +2.3% | +156.4% | -154.0% | -15.0% |
| 5Y | -4.3% | +78.2% | -82.5% | -17.8% |
| All | +101.8% | +255.8% | -154.0% | +51.6% |
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 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