+11.7%
BABA vs SYF
+178.4%
-166.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -13.8% | -2.0% | -11.7% | -13.4% |
| 30D | -15.1% | +1.2% | -16.3% | -15.4% |
| 3M | -22.7% | -9.4% | -13.4% | -21.2% |
| 6M | -34.7% | +4.4% | -39.1% | -35.9% |
| YTD | -35.0% | -11.9% | -23.1% | -34.0% |
| 1Y | -40.4% | -0.4% | -40.0% | -41.3% |
| 3Y | +21.9% | +159.6% | -137.6% | -9.7% |
| 5Y | -39.9% | +60.9% | -100.8% | -51.1% |
| All | +11.7% | +178.4% | -166.7% | -21.7% |
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