+120.2%
INFY vs SYF
+326.7%
-206.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -8.7% | -1.3% | -7.4% | -8.3% |
| 30D | -13.0% | -1.1% | -11.9% | -12.8% |
| 3M | -8.8% | +7.4% | -16.2% | -11.0% |
| 6M | -22.6% | +16.2% | -38.8% | -26.2% |
| YTD | -37.3% | -6.1% | -31.2% | -36.7% |
| 1Y | -33.4% | +3.4% | -36.7% | -34.6% |
| 3Y | -32.3% | +162.9% | -195.2% | -50.8% |
| 5Y | -45.2% | +85.6% | -130.8% | -57.3% |
| 10Y | +80.0% | +262.7% | -182.7% | +2.5% |
| All | +120.2% | +326.7% | -206.5% | +28.5% |
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