+15.7%
BABA vs SYF
+196.3%
-180.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +2.4% | -4.2% | +6.5% | +3.3% |
| 30D | -7.8% | -1.1% | -6.7% | -7.6% |
| 3M | -22.4% | -7.9% | -14.5% | -21.1% |
| 6M | -26.0% | -1.1% | -24.9% | -26.5% |
| YTD | -29.3% | -12.6% | -16.7% | -28.1% |
| 1Y | -37.5% | -2.4% | -35.1% | -38.2% |
| 3Y | +31.9% | +156.6% | -124.7% | -1.9% |
| 5Y | -33.4% | +61.9% | -95.3% | -45.9% |
| 10Y | +15.7% | +186.5% | -170.8% | -14.8% |
| All | +15.7% | +196.3% | -180.6% | -14.8% |
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