+1,587.5%
AMAT vs SYF
+263.5%
+1,324.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +2.4% | -3.9% | -2.7% |
| 30D | -14.8% | +0.8% | -15.6% | -15.3% |
| 3M | -9.3% | +13.4% | -22.7% | -15.1% |
| 6M | +27.4% | +16.3% | +11.1% | +17.6% |
| YTD | +77.6% | -3.0% | +80.6% | +77.4% |
| 1Y | +188.9% | +5.7% | +183.2% | +176.1% |
| 3Y | +202.3% | +160.1% | +42.2% | +77.6% |
| 5Y | +248.9% | +88.5% | +160.4% | +133.6% |
| All | +1,587.5% | +263.5% | +1,324.0% | +663.9% |
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 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