+273.3%
INTC vs SYF
+340.9%
-67.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | +2.4% | +4.7% | +6.1% |
| 30D | -5.2% | +0.8% | -6.1% | -5.5% |
| 3M | -14.3% | +13.4% | -27.7% | -18.5% |
| 6M | +110.2% | +16.3% | +93.8% | +97.3% |
| YTD | +159.6% | -3.0% | +162.6% | +159.3% |
| 1Y | +289.3% | +5.7% | +283.6% | +276.0% |
| 3Y | +166.1% | +160.1% | +5.9% | +83.3% |
| 5Y | +94.4% | +88.5% | +5.9% | +45.1% |
| 10Y | +227.7% | +263.1% | -35.4% | +83.2% |
| All | +273.3% | +340.9% | -67.6% | +94.3% |
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