+240.3%
GE vs SYF
+299.1%
-58.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +4.0% | -3.6% | +7.6% | +5.7% |
| 30D | +11.1% | -1.7% | +12.8% | +11.9% |
| 3M | -6.7% | -7.8% | +1.1% | -3.5% |
| 6M | +14.3% | +3.4% | +10.9% | +12.1% |
| YTD | +11.7% | -12.2% | +23.9% | +16.8% |
| 1Y | +10.9% | -1.6% | +12.5% | +10.0% |
| 3Y | +279.0% | +157.8% | +121.2% | +131.5% |
| 5Y | +427.0% | +61.9% | +365.1% | +282.9% |
| 10Y | +158.6% | +180.0% | -21.5% | +30.4% |
| All | +240.3% | +299.1% | -58.8% | +55.4% |
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