+345.6%
AVGO vs SYF
+170.1%
+175.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.6% |
| 7D | -0.3% | +2.6% | -2.9% | -1.3% |
| 30D | -13.8% | 0.0% | -13.9% | -14.0% |
| 3M | -6.9% | +11.9% | -18.8% | -11.6% |
| 6M | +11.9% | +18.9% | -7.0% | +3.5% |
| YTD | +6.9% | -4.6% | +11.5% | +7.1% |
| 1Y | +7.4% | +6.4% | +1.0% | +2.5% |
| 3Y | +345.6% | +167.2% | +178.4% | +226.7% |
| All | +345.6% | +170.1% | +175.5% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling