+149.9%
IBM vs SYF
+219.4%
-69.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.5% | -4.3% | +1.7% | -1.3% |
| 30D | +8.4% | +1.0% | +7.3% | +8.0% |
| 3M | +4.5% | -6.4% | +10.9% | +6.4% |
| 6M | +7.9% | +1.0% | +6.9% | +6.8% |
| YTD | -15.2% | -10.7% | -4.5% | -13.1% |
| 1Y | -17.6% | +1.8% | -19.3% | -18.8% |
| 3Y | +82.1% | +165.8% | -83.8% | +29.4% |
| 5Y | +143.3% | +65.9% | +77.4% | +93.5% |
| 10Y | +149.9% | +206.0% | -56.1% | +52.0% |
| All | +149.9% | +219.4% | -69.5% | +52.0% |
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