+228.1%
EBAY vs SYF
+159.4%
+68.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.9% | -2.0% | +1.2% | -0.6% |
| 30D | +3.5% | +1.2% | +2.3% | +3.3% |
| 3M | +16.0% | -9.4% | +25.3% | +17.3% |
| 6M | +7.6% | +4.4% | +3.2% | +6.5% |
| YTD | +40.1% | -11.9% | +52.0% | +41.3% |
| 1Y | +45.0% | -0.4% | +45.5% | +43.7% |
| 3Y | +228.1% | +159.6% | +68.6% | +160.4% |
| All | +228.1% | +159.4% | +68.7% | +160.4% |
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