+2,856.4%
AVGO vs SYF
+257.7%
+2,598.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -13.7% | -1.1% | -12.7% | -13.5% |
| 3M | -6.9% | +7.4% | -14.3% | -10.2% |
| 6M | +5.8% | +16.2% | -10.4% | -1.4% |
| YTD | +5.7% | -6.1% | +11.8% | +6.4% |
| 1Y | +9.0% | +3.4% | +5.6% | +5.3% |
| 3Y | +340.5% | +162.9% | +177.7% | +185.7% |
| 5Y | +711.1% | +85.6% | +625.5% | +481.4% |
| 10Y | +2,856.4% | +262.7% | +2,593.7% | +1,440.1% |
| All | +2,856.4% | +257.7% | +2,598.7% | +1,440.1% |
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