+564.1%
AMZN vs SYF
+257.7%
+306.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -9.2% | -1.1% | -8.2% | -9.1% |
| 3M | +3.4% | +7.4% | -4.0% | +1.0% |
| 6M | +18.2% | +16.2% | +2.0% | +13.0% |
| YTD | +9.3% | -6.1% | +15.5% | +10.2% |
| 1Y | +5.9% | +3.4% | +2.6% | +3.9% |
| 3Y | +82.6% | +162.9% | -80.3% | +40.1% |
| 5Y | +44.9% | +85.6% | -40.7% | +17.0% |
| 10Y | +564.1% | +262.7% | +301.3% | +371.2% |
| All | +564.1% | +257.7% | +306.4% | +371.2% |
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