+427.4%
EBAY vs SYF
+340.9%
+86.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | -6.7% | +0.8% | -7.5% | -6.9% |
| 3M | -5.0% | +13.4% | -18.4% | -8.0% |
| 6M | +14.6% | +16.3% | -1.7% | +10.2% |
| YTD | +19.8% | -3.0% | +22.8% | +19.5% |
| 1Y | +12.6% | +5.7% | +6.9% | +9.9% |
| 3Y | +141.0% | +160.1% | -19.1% | +83.4% |
| 5Y | +47.5% | +88.5% | -41.0% | +17.9% |
| 10Y | +263.3% | +263.1% | +0.2% | +133.3% |
| All | +427.4% | +340.9% | +86.5% | +225.1% |
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