+216.5%
AZN vs SYF
+258.4%
-41.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -4.9% | +3.4% | -1.0% |
| 30D | +1.1% | -4.3% | +5.4% | +1.5% |
| 3M | -12.1% | +5.5% | -17.6% | -12.8% |
| 6M | -17.1% | +17.5% | -34.7% | -18.8% |
| YTD | -12.0% | -7.8% | -4.2% | -11.6% |
| 1Y | -0.2% | +1.6% | -1.9% | -0.9% |
| 3Y | +26.8% | +154.8% | -128.0% | +11.2% |
| 5Y | +56.9% | +79.5% | -22.6% | +40.8% |
| All | +216.5% | +258.4% | -41.9% | +151.5% |
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