+138.5%
INTC vs SYF
+297.1%
-158.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +17.1% | -3.3% | +20.4% | +18.5% |
| 30D | -40.5% | -2.2% | -38.3% | -39.9% |
| 3M | -39.4% | -9.3% | -30.0% | -37.3% |
| 6M | -49.3% | +2.1% | -51.3% | -50.0% |
| YTD | +65.9% | -12.6% | +78.5% | +71.9% |
| 1Y | +61.5% | -3.4% | +65.0% | +61.2% |
| 3Y | +59.6% | +156.5% | -96.9% | +11.1% |
| 5Y | +31.2% | +59.6% | -28.4% | +4.0% |
| 10Y | +116.6% | +178.6% | -62.0% | +32.1% |
| All | +138.5% | +297.1% | -158.6% | +28.9% |
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