+117.1%
AMAT vs SYF
+69.6%
+47.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -12.9% |
| 7D | -24.3% | -3.8% | -20.5% | -22.8% |
| 30D | -39.8% | +2.6% | -42.4% | -40.6% |
| 3M | -40.2% | -6.5% | -33.6% | -38.3% |
| 6M | -22.1% | +0.8% | -22.9% | -23.2% |
| YTD | +24.7% | -10.1% | +34.8% | +29.0% |
| 1Y | +33.3% | +0.8% | +32.4% | +30.0% |
| 3Y | +133.9% | +158.8% | -25.0% | +30.8% |
| 5Y | +117.1% | +67.5% | +49.6% | +43.7% |
| All | +117.1% | +69.6% | +47.5% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling