+0.2%
ISRG vs SYF
-0.7%
+1.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | +4.8% | -2.1% | +6.9% | +5.7% |
| 30D | +9.2% | +2.5% | +6.7% | +8.1% |
| 3M | +21.2% | -6.3% | +27.4% | +24.4% |
| 6M | +0.2% | -1.5% | +1.7% | +0.5% |
| All | +0.2% | -0.7% | +1.0% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling