+330.8%
JCI vs SYF
+255.8%
+75.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.5% |
| 7D | +0.4% | -5.5% | +5.9% | +2.6% |
| 30D | -7.7% | -3.9% | -3.9% | -6.4% |
| 3M | +2.8% | +8.9% | -6.2% | -1.1% |
| 6M | +7.2% | +16.2% | -9.0% | +0.5% |
| YTD | +20.0% | -8.4% | +28.4% | +22.2% |
| 1Y | +33.3% | +2.6% | +30.6% | +29.5% |
| 3Y | +161.3% | +156.4% | +5.0% | +74.2% |
| 5Y | +108.8% | +78.2% | +30.6% | +53.8% |
| All | +330.8% | +255.8% | +75.0% | +123.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling