+702.3%
GOOG vs SYF
+178.4%
+523.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.0% | -2.0% | +5.0% | +3.6% |
| 30D | -14.9% | +1.2% | -16.1% | -15.3% |
| 3M | -14.9% | -9.4% | -5.5% | -12.7% |
| 6M | -26.6% | +4.4% | -31.0% | -28.0% |
| YTD | -6.6% | -11.9% | +5.3% | -4.3% |
| 1Y | +5.1% | -0.4% | +5.5% | +3.8% |
| 3Y | +121.0% | +159.6% | -38.6% | +59.5% |
| 5Y | +97.3% | +60.9% | +36.4% | +58.9% |
| All | +702.3% | +178.4% | +523.9% | +436.0% |
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