+66.6%
CSCO vs SYF
+5.5%
+61.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -11.7% | +11.9% | -23.7% | -13.8% |
| 6M | +40.1% | +18.9% | +21.2% | +34.9% |
| YTD | +43.8% | -4.6% | +48.4% | +42.1% |
| 1Y | +66.6% | +6.4% | +60.2% | +59.5% |
| All | +66.6% | +5.5% | +61.1% | +59.5% |
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