+22.3%
BABA vs SYF
+278.2%
-255.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +8.6% | -3.8% | +12.3% | +9.5% |
| 30D | -1.1% | +2.6% | -3.7% | -1.8% |
| 3M | -15.9% | -6.5% | -9.4% | -14.8% |
| 6M | -17.5% | +0.8% | -18.4% | -18.5% |
| YTD | -25.6% | -10.1% | -15.5% | -24.8% |
| 1Y | -33.8% | +0.8% | -34.7% | -35.1% |
| 3Y | +34.6% | +158.8% | -124.2% | -0.5% |
| 5Y | -27.7% | +67.5% | -95.1% | -41.7% |
| 10Y | +17.7% | +230.0% | -212.3% | -25.4% |
| All | +22.3% | +278.2% | -255.9% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling