+308.5%
CSCO vs SYF
+178.4%
+130.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.4% |
| 30D | -15.8% | +1.2% | -17.0% | -16.2% |
| 3M | -15.4% | -9.4% | -6.0% | -13.3% |
| 6M | -5.4% | +4.4% | -9.8% | -7.1% |
| YTD | +26.5% | -11.9% | +38.4% | +29.3% |
| 1Y | +25.9% | -0.4% | +26.3% | +24.3% |
| 3Y | +97.5% | +159.6% | -62.0% | +45.2% |
| 5Y | +93.0% | +60.9% | +32.1% | +57.3% |
| All | +308.5% | +178.4% | +130.1% | +167.8% |
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 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