+367.7%
JCI vs SYF
+299.1%
+68.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.3% |
| 7D | +2.9% | -3.6% | +6.5% | +4.3% |
| 30D | -6.9% | -1.7% | -5.2% | -6.4% |
| 3M | -6.3% | -7.8% | +1.5% | -3.7% |
| 6M | +2.6% | +3.4% | -0.8% | +0.5% |
| YTD | +21.8% | -12.2% | +34.0% | +25.7% |
| 1Y | +19.6% | -1.6% | +21.2% | +18.1% |
| 3Y | +194.9% | +157.8% | +37.2% | +99.0% |
| 5Y | +108.1% | +61.9% | +46.3% | +60.6% |
| 10Y | +307.6% | +180.0% | +127.6% | +129.5% |
| All | +367.7% | +299.1% | +68.6% | +140.4% |
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 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