+3,847.4%
ANET vs SYF
+258.4%
+3,589.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -4.9% | +7.9% | +4.7% |
| 30D | -5.2% | -4.3% | -0.9% | -3.9% |
| 3M | +27.6% | +5.5% | +22.1% | +24.8% |
| 6M | +44.4% | +17.5% | +26.9% | +36.0% |
| YTD | +52.3% | -7.8% | +60.1% | +54.5% |
| 1Y | +30.4% | +1.6% | +28.8% | +27.7% |
| 3Y | +313.3% | +154.8% | +158.4% | +200.0% |
| 5Y | +810.0% | +79.5% | +730.5% | +611.3% |
| All | +3,847.4% | +258.4% | +3,589.0% | +2,256.6% |
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