+583.2%
EQIX vs SYF
+297.1%
+286.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +7.6% | -3.3% | +10.8% | +8.2% |
| 30D | +5.2% | -2.2% | +7.4% | +5.6% |
| 3M | +0.8% | -9.3% | +10.2% | +2.4% |
| 6M | +0.2% | +2.1% | -1.8% | -0.4% |
| YTD | +42.2% | -12.6% | +54.8% | +44.5% |
| 1Y | +34.7% | -3.4% | +38.2% | +34.4% |
| 3Y | +49.0% | +156.5% | -107.5% | +22.3% |
| 5Y | +52.8% | +59.6% | -6.7% | +32.9% |
| 10Y | +300.4% | +178.6% | +121.7% | +187.9% |
| All | +583.2% | +297.1% | +286.1% | +332.6% |
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