+520.8%
CSCO vs SYF
+340.9%
+179.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | -10.1% | +0.8% | -11.0% | -10.4% |
| 3M | -15.7% | +13.4% | -29.1% | -18.9% |
| 6M | +36.3% | +16.3% | +19.9% | +29.8% |
| YTD | +43.8% | -3.0% | +46.8% | +43.5% |
| 1Y | +63.9% | +5.7% | +58.2% | +59.3% |
| 3Y | +104.4% | +160.1% | -55.8% | +50.0% |
| 5Y | +111.4% | +88.5% | +22.8% | +64.6% |
| 10Y | +361.7% | +263.1% | +98.6% | +171.3% |
| All | +520.8% | +340.9% | +179.9% | +245.3% |
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