+767.4%
GOOG vs SYF
+255.8%
+511.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.3% |
| 7D | -2.5% | -5.5% | +3.0% | -0.9% |
| 30D | -3.6% | -3.9% | +0.2% | -2.6% |
| 3M | -6.4% | +8.9% | -15.4% | -9.1% |
| 6M | +7.8% | +16.2% | -8.4% | +2.8% |
| YTD | +5.5% | -8.4% | +13.9% | +7.1% |
| 1Y | +38.3% | +2.6% | +35.7% | +35.6% |
| 3Y | +143.1% | +156.4% | -13.3% | +76.8% |
| 5Y | +135.0% | +78.2% | +56.8% | +84.4% |
| All | +767.4% | +255.8% | +511.6% | +445.3% |
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