+126.7%
AMAT vs SYF
+65.2%
+61.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +4.4% |
| 7D | -14.7% | -2.1% | -12.6% | -13.8% |
| 30D | -36.1% | +2.5% | -38.6% | -36.9% |
| 3M | -36.9% | -6.3% | -30.6% | -35.0% |
| 6M | -22.2% | -1.5% | -20.7% | -22.4% |
| YTD | +29.9% | -10.5% | +40.4% | +34.7% |
| 1Y | +43.3% | +1.5% | +41.7% | +39.2% |
| 3Y | +142.7% | +163.3% | -20.6% | +34.3% |
| All | +126.7% | +65.2% | +61.5% | +52.0% |
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