+158.5%
AMGN vs SYF
+61.9%
+96.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -2.2% | -3.6% | +1.4% | -1.7% |
| 30D | +12.1% | -1.7% | +13.8% | +12.3% |
| 3M | +13.6% | -7.8% | +21.5% | +14.8% |
| 6M | +43.9% | +3.4% | +40.5% | +43.0% |
| YTD | +45.9% | -12.2% | +58.1% | +47.6% |
| 1Y | +42.1% | -1.6% | +43.7% | +41.6% |
| 3Y | +91.6% | +157.8% | -66.2% | +66.8% |
| 5Y | +158.5% | +61.9% | +96.6% | +138.5% |
| All | +158.5% | +61.9% | +96.6% | +138.5% |
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