+231.7%
HON vs SYF
+300.4%
-68.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | +7.5% | +1.2% | +6.3% | +7.0% |
| 3M | -4.3% | -9.4% | +5.0% | -1.3% |
| 6M | -1.5% | +4.4% | -6.0% | -3.6% |
| YTD | +10.5% | -11.9% | +22.5% | +14.0% |
| 1Y | +8.5% | -0.4% | +9.0% | +7.1% |
| 3Y | +28.0% | +159.6% | -131.5% | -14.5% |
| 5Y | +12.0% | +60.9% | -48.9% | -14.0% |
| 10Y | +155.4% | +180.9% | -25.5% | +37.8% |
| All | +231.7% | +300.4% | -68.7% | +58.6% |
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