+270.0%
INTC vs SYF
+257.7%
+12.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +18.0% | -1.3% | +19.3% | +18.5% |
| 30D | +8.9% | -1.1% | +10.0% | +9.2% |
| 3M | -1.6% | +7.4% | -9.0% | -4.6% |
| 6M | +133.1% | +16.2% | +116.9% | +118.4% |
| YTD | +187.9% | -6.1% | +194.0% | +190.8% |
| 1Y | +334.7% | +3.4% | +331.3% | +322.8% |
| 3Y | +184.2% | +162.9% | +21.3% | +94.1% |
| 5Y | +116.0% | +85.6% | +30.4% | +61.4% |
| 10Y | +270.0% | +262.7% | +7.2% | +116.1% |
| All | +270.0% | +257.7% | +12.3% | +116.1% |
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