+132.3%
HON vs SYF
+258.4%
-126.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.5% | -4.9% | +1.5% | -1.7% |
| 30D | -13.8% | -4.3% | -9.4% | -12.5% |
| 3M | -11.7% | +5.5% | -17.2% | -13.7% |
| 6M | -18.7% | +17.5% | -36.2% | -23.6% |
| YTD | +0.2% | -7.8% | +8.0% | +2.0% |
| 1Y | -3.1% | +1.6% | -4.7% | -5.0% |
| 3Y | +17.0% | +154.8% | -137.8% | -21.8% |
| 5Y | +2.0% | +79.5% | -77.4% | -25.2% |
| All | +132.3% | +258.4% | -126.1% | +13.0% |
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