-28.3%
BABA vs SYF
+65.2%
-93.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | -2.1% | +13.8% | +12.2% |
| 30D | +2.3% | +2.5% | -0.2% | +1.5% |
| 3M | -13.7% | -6.3% | -7.4% | -12.5% |
| 6M | -21.9% | -1.5% | -20.5% | -22.5% |
| YTD | -24.6% | -10.5% | -14.1% | -23.7% |
| 1Y | -34.1% | +1.5% | -35.6% | -35.8% |
| 3Y | +36.3% | +163.3% | -127.0% | -13.7% |
| All | -28.3% | +65.2% | -93.4% | -45.2% |
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 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