+16.0%
BABA vs SYF
+263.5%
-247.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | +2.4% | -7.2% | -5.3% |
| 30D | -11.9% | +0.8% | -12.7% | -12.2% |
| 3M | -9.3% | +13.4% | -22.7% | -12.5% |
| 6M | -14.2% | +16.3% | -30.6% | -17.9% |
| YTD | -22.0% | -3.0% | -19.0% | -22.5% |
| 1Y | -12.7% | +5.7% | -18.4% | -15.2% |
| 3Y | +26.7% | +160.1% | -133.5% | -5.6% |
| 5Y | -29.3% | +88.5% | -117.9% | -44.4% |
| All | +16.0% | +263.5% | -247.5% | -25.0% |
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