-36.3%
BABA vs SYF
-1.8%
-34.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.1% |
| 7D | -3.6% | -3.6% | 0.0% | -3.9% |
| 30D | -8.4% | -1.7% | -6.6% | -8.4% |
| 3M | -20.6% | -7.8% | -12.8% | -21.1% |
| 6M | -25.4% | +3.4% | -28.8% | -25.9% |
| YTD | -30.1% | -12.2% | -17.9% | -34.7% |
| 1Y | -36.3% | -1.6% | -34.7% | -39.2% |
| All | -36.3% | -1.8% | -34.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling