+108.1%
CSCO vs SYF
+170.8%
-62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | -10.1% | +0.8% | -11.0% | -10.4% |
| 3M | -15.7% | +13.4% | -29.1% | -18.6% |
| 6M | +36.3% | +16.3% | +19.9% | +30.4% |
| YTD | +43.8% | -3.0% | +46.8% | +43.5% |
| 1Y | +63.9% | +5.7% | +58.2% | +59.6% |
| All | +108.1% | +170.8% | -62.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling