+194.3%
JCI vs SYF
+162.6%
+31.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | -3.4% | -4.3% | +0.8% | -1.9% |
| 30D | -10.1% | +1.0% | -11.2% | -10.5% |
| 3M | -6.8% | -6.4% | -0.4% | -4.8% |
| 6M | +2.0% | +1.0% | +1.0% | +0.7% |
| YTD | +19.2% | -10.7% | +29.9% | +22.3% |
| 1Y | +16.7% | +1.8% | +15.0% | +13.3% |
| 3Y | +194.3% | +165.8% | +28.5% | +113.6% |
| All | +194.3% | +162.6% | +31.7% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling