+15.8%
BABA vs SYF
+219.4%
-203.6%
-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% | -4.3% | +8.1% | +4.8% |
| 30D | -5.4% | +1.0% | -6.4% | -5.6% |
| 3M | -17.9% | -6.4% | -11.5% | -16.9% |
| 6M | -24.1% | +1.0% | -25.1% | -24.9% |
| YTD | -27.4% | -10.7% | -16.7% | -26.6% |
| 1Y | -36.1% | +1.8% | -37.8% | -37.4% |
| 3Y | +35.4% | +165.8% | -130.5% | 0.0% |
| 5Y | -30.1% | +65.9% | -96.0% | -43.4% |
| 10Y | +15.8% | +206.0% | -190.1% | -13.1% |
| All | +15.8% | +219.4% | -203.6% | -13.1% |
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 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