+276.1%
EBAY vs SYF
+258.4%
+17.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +4.2% | -4.9% | +9.1% | +5.3% |
| 30D | +5.6% | -4.3% | +9.9% | +6.5% |
| 3M | -1.4% | +5.5% | -6.9% | -3.0% |
| 6M | +18.2% | +17.5% | +0.7% | +13.5% |
| YTD | +24.8% | -7.8% | +32.6% | +25.9% |
| 1Y | +18.0% | +1.6% | +16.4% | +16.3% |
| 3Y | +160.3% | +154.8% | +5.5% | +100.2% |
| 5Y | +62.1% | +79.5% | -17.3% | +31.3% |
| All | +276.1% | +258.4% | +17.7% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling