-72.0%
GRAB vs SYF
+78.7%
-150.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | -12.0% | -5.5% | -6.5% | -10.2% |
| 30D | -19.5% | -3.9% | -15.7% | -18.5% |
| 3M | -8.0% | +8.9% | -16.9% | -10.9% |
| 6M | -22.2% | +16.2% | -38.4% | -26.3% |
| YTD | -39.7% | -8.4% | -31.2% | -38.4% |
| 1Y | -43.2% | +2.6% | -45.8% | -44.4% |
| 3Y | -19.1% | +156.4% | -175.4% | -44.4% |
| 5Y | -72.0% | +78.2% | -150.2% | -80.2% |
| All | -72.0% | +78.7% | -150.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling