+1,079.1%
GOOGL vs SYF
+340.9%
+738.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.9% |
| 30D | -6.6% | +0.8% | -7.4% | -6.8% |
| 3M | -8.9% | +13.4% | -22.4% | -12.5% |
| 6M | +11.9% | +16.3% | -4.5% | +6.7% |
| YTD | +8.3% | -3.0% | +11.4% | +8.2% |
| 1Y | +46.2% | +5.7% | +40.5% | +42.2% |
| 3Y | +151.9% | +160.1% | -8.2% | +83.0% |
| 5Y | +137.7% | +88.5% | +49.2% | +84.1% |
| 10Y | +757.6% | +263.1% | +494.5% | +411.4% |
| All | +1,079.1% | +340.9% | +738.2% | +564.4% |
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