+15.8%
BABA vs SYF
+218.0%
-202.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | +3.8% | -4.7% | +8.5% | +4.9% |
| 30D | -5.4% | +0.6% | -6.0% | -5.6% |
| 3M | -17.9% | -6.8% | -11.1% | -16.8% |
| 6M | -24.1% | +0.5% | -24.6% | -24.9% |
| YTD | -27.4% | -11.1% | -16.3% | -26.5% |
| 1Y | -36.1% | +1.3% | -37.4% | -37.3% |
| 3Y | +35.4% | +164.6% | -129.3% | +0.1% |
| 5Y | -30.1% | +65.2% | -95.3% | -43.4% |
| 10Y | +15.8% | +204.6% | -188.8% | -13.0% |
| All | +15.8% | +218.0% | -202.1% | -13.0% |
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