+463.0%
CSCO vs SYF
+303.9%
+159.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | -2.9% | -4.7% | +1.8% | -1.6% |
| 30D | -16.7% | +0.6% | -17.3% | -16.9% |
| 3M | -18.4% | -6.8% | -11.6% | -17.0% |
| 6M | +2.9% | +0.5% | +2.4% | +2.1% |
| YTD | +30.4% | -11.1% | +41.6% | +33.1% |
| 1Y | +41.4% | +1.3% | +40.1% | +38.9% |
| 3Y | +104.7% | +164.6% | -60.0% | +49.5% |
| 5Y | +96.9% | +65.2% | +31.8% | +59.2% |
| 10Y | +321.5% | +204.6% | +116.9% | +160.4% |
| All | +463.0% | +303.9% | +159.0% | +220.3% |
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