+302.6%
JCI vs SYF
+176.2%
+126.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +8.4% | -3.3% | +11.7% | +9.8% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -6.4% | -9.3% | +2.9% | -3.2% |
| 6M | +1.6% | +2.1% | -0.4% | 0.0% |
| YTD | +20.1% | -12.6% | +32.7% | +24.2% |
| 1Y | +17.2% | -3.4% | +20.7% | +16.5% |
| 3Y | +190.7% | +156.5% | +34.3% | +93.2% |
| 5Y | +99.9% | +59.6% | +40.3% | +53.4% |
| All | +302.6% | +176.2% | +126.5% | +125.4% |
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