+6,571.8%
AVGO vs SYF
+299.1%
+6,272.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.8% |
| 7D | +6.1% | -3.6% | +9.6% | +7.6% |
| 30D | -2.7% | -1.7% | -1.0% | -2.1% |
| 3M | -16.9% | -7.8% | -9.1% | -14.5% |
| 6M | -19.1% | +3.4% | -22.5% | -21.3% |
| YTD | +0.3% | -12.2% | +12.5% | +3.5% |
| 1Y | -1.2% | -1.6% | +0.4% | -2.8% |
| 3Y | +272.4% | +157.8% | +114.7% | +141.5% |
| 5Y | +579.0% | +61.9% | +517.1% | +411.4% |
| 10Y | +2,584.7% | +180.0% | +2,404.7% | +1,319.3% |
| All | +6,571.8% | +299.1% | +6,272.7% | +2,879.9% |
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