+433.5%
CSCO vs SYF
+306.8%
+126.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -10.2% | -2.1% | -8.1% | -9.7% |
| 30D | -20.1% | +2.5% | -22.6% | -20.7% |
| 3M | -22.4% | -6.3% | -16.1% | -21.1% |
| 6M | +2.8% | -1.5% | +4.2% | +2.5% |
| YTD | +23.6% | -10.5% | +34.1% | +25.9% |
| 1Y | +34.0% | +1.5% | +32.5% | +31.6% |
| 3Y | +89.3% | +163.3% | -74.0% | +38.5% |
| 5Y | +87.9% | +66.8% | +21.1% | +51.5% |
| 10Y | +314.9% | +228.5% | +86.4% | +150.6% |
| All | +433.5% | +306.8% | +126.7% | +203.0% |
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