+105.7%
INTC vs SYF
+187.9%
-82.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | -4.0% | -4.2% | +0.2% | -2.4% |
| 30D | -44.5% | -1.1% | -43.4% | -44.2% |
| 3M | -40.4% | -7.9% | -32.5% | -38.6% |
| 6M | -53.5% | -1.1% | -52.4% | -53.6% |
| YTD | +57.5% | -12.6% | +70.1% | +63.4% |
| 1Y | +51.2% | -2.4% | +53.6% | +50.2% |
| 3Y | +51.6% | +156.6% | -105.0% | +4.6% |
| 5Y | +23.5% | +61.9% | -38.4% | -3.2% |
| All | +105.7% | +187.9% | -82.2% | +30.5% |
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 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