-33.4%
BABA vs SYF
+63.1%
-96.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +2.4% | -4.2% | +6.5% | +3.5% |
| 30D | -7.8% | -1.1% | -6.7% | -7.6% |
| 3M | -22.4% | -7.9% | -14.5% | -21.0% |
| 6M | -26.0% | -1.1% | -24.9% | -26.6% |
| YTD | -29.3% | -12.6% | -16.7% | -27.9% |
| 1Y | -37.5% | -2.4% | -35.1% | -38.5% |
| 3Y | +31.9% | +156.6% | -124.7% | -15.8% |
| 5Y | -33.4% | +61.9% | -95.3% | -48.8% |
| All | -33.4% | +63.1% | -96.6% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling