+1,087.8%
GOOG vs SYF
+333.7%
+754.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +1.1% | +2.6% | -1.5% | +0.3% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -7.1% | +11.9% | -19.0% | -10.4% |
| 6M | +12.7% | +18.9% | -6.3% | +6.8% |
| YTD | +7.1% | -4.6% | +11.7% | +7.5% |
| 1Y | +43.6% | +6.4% | +37.2% | +39.4% |
| 3Y | +146.8% | +167.2% | -20.4% | +77.6% |
| 5Y | +133.7% | +92.3% | +41.3% | +79.8% |
| 10Y | +773.3% | +263.2% | +510.2% | +420.2% |
| All | +1,087.8% | +333.7% | +754.1% | +571.8% |
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