+6,804.3%
AVGO vs SYF
+340.9%
+6,463.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | +2.4% | -5.3% | -3.9% |
| 30D | -14.4% | +0.8% | -15.3% | -14.9% |
| 3M | -14.4% | +13.4% | -27.8% | -19.3% |
| 6M | +13.1% | +16.3% | -3.2% | +5.3% |
| YTD | +3.8% | -3.0% | +6.8% | +3.2% |
| 1Y | +17.8% | +5.7% | +12.1% | +12.6% |
| 3Y | +325.3% | +160.1% | +165.1% | +174.8% |
| 5Y | +689.9% | +88.5% | +601.4% | +459.5% |
| 10Y | +2,597.0% | +263.1% | +2,333.9% | +1,174.0% |
| All | +6,804.3% | +340.9% | +6,463.4% | +2,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling