+17.1%
JD vs SYF
+157.3%
-140.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.0% | -3.3% | -0.8% | -3.5% |
| 30D | +2.7% | -2.2% | +4.8% | +3.0% |
| 3M | -13.0% | -9.3% | -3.7% | -11.7% |
| 6M | -12.7% | +2.1% | -14.8% | -13.7% |
| YTD | -0.8% | -12.6% | +11.8% | +0.8% |
| 1Y | -8.9% | -3.4% | -5.4% | -9.5% |
| All | +17.1% | +157.3% | -140.2% | -4.2% |
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 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