+367.5%
JCI vs SYF
+340.9%
+26.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | +2.4% | +1.4% | +2.9% |
| 30D | -5.7% | +0.8% | -6.5% | -6.0% |
| 3M | -1.4% | +13.4% | -14.8% | -6.3% |
| 6M | +4.1% | +16.3% | -12.2% | -2.2% |
| YTD | +21.7% | -3.0% | +24.8% | +21.4% |
| 1Y | +36.1% | +5.7% | +30.4% | +31.0% |
| 3Y | +154.4% | +160.1% | -5.7% | +71.1% |
| 5Y | +112.0% | +88.5% | +23.5% | +54.7% |
| 10Y | +322.2% | +263.1% | +59.2% | +120.2% |
| All | +367.5% | +340.9% | +26.6% | +132.2% |
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