+234.2%
GE vs SYF
+340.9%
-106.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | -11.6% | +0.8% | -12.4% | -11.9% |
| 3M | +3.0% | +13.4% | -10.4% | -2.8% |
| 6M | -0.5% | +16.3% | -16.9% | -7.2% |
| YTD | +9.7% | -3.0% | +12.7% | +9.9% |
| 1Y | +20.0% | +5.7% | +14.3% | +15.1% |
| 3Y | +275.8% | +160.1% | +115.7% | +128.4% |
| 5Y | +429.1% | +88.5% | +340.6% | +258.6% |
| 10Y | +151.2% | +263.1% | -111.9% | +16.1% |
| All | +234.2% | +340.9% | -106.7% | +46.2% |
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 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