+667.7%
GOOGL vs SYF
+189.2%
+478.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +1.6% | -3.6% | +5.1% | +2.6% |
| 30D | -16.8% | -1.7% | -15.1% | -16.5% |
| 3M | -14.6% | -7.8% | -6.8% | -12.8% |
| 6M | -24.4% | +3.4% | -27.8% | -25.6% |
| YTD | -6.1% | -12.2% | +6.1% | -3.6% |
| 1Y | +1.0% | -1.6% | +2.6% | +0.1% |
| 3Y | +123.4% | +157.8% | -34.3% | +61.9% |
| 5Y | +103.2% | +61.9% | +41.3% | +63.6% |
| 10Y | +667.7% | +180.0% | +487.7% | +419.2% |
| All | +667.7% | +189.2% | +478.5% | +419.2% |
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 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