+244.0%
EQIX vs SYF
+258.4%
-14.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | +0.2% | -4.9% | +5.1% | +1.0% |
| 30D | -2.5% | -4.3% | +1.8% | -1.8% |
| 3M | 0.0% | +5.5% | -5.6% | -1.1% |
| 6M | +7.6% | +17.5% | -9.9% | +4.5% |
| YTD | +37.5% | -7.8% | +45.3% | +38.6% |
| 1Y | +32.9% | +1.6% | +31.3% | +31.5% |
| 3Y | +42.8% | +154.8% | -112.1% | +18.7% |
| 5Y | +35.8% | +79.5% | -43.6% | +16.6% |
| All | +244.0% | +258.4% | -14.4% | +149.2% |
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