+157.4%
GE vs SYF
+196.3%
-38.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.7% |
| 7D | +5.4% | -4.2% | +9.6% | +7.4% |
| 30D | +9.6% | -1.1% | +10.7% | +10.2% |
| 3M | -7.7% | -7.9% | +0.2% | -4.4% |
| 6M | +14.0% | -1.1% | +15.1% | +14.0% |
| YTD | +10.2% | -12.6% | +22.8% | +15.6% |
| 1Y | +8.9% | -2.4% | +11.3% | +8.3% |
| 3Y | +273.7% | +156.6% | +117.0% | +122.9% |
| 5Y | +410.2% | +61.9% | +348.3% | +264.9% |
| 10Y | +157.4% | +186.5% | -29.0% | +27.7% |
| All | +157.4% | +196.3% | -38.9% | +27.7% |
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