-62.4%
JD vs SYF
+60.4%
-122.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -4.1% | -2.0% | -2.1% | -3.5% |
| 30D | +4.6% | +1.2% | +3.4% | +4.1% |
| 3M | -4.7% | -9.4% | +4.6% | -2.0% |
| 6M | -17.4% | +4.4% | -21.8% | -19.5% |
| YTD | +0.7% | -11.9% | +12.6% | +3.2% |
| 1Y | -5.9% | -0.4% | -5.5% | -7.9% |
| 3Y | +18.9% | +159.6% | -140.7% | -27.8% |
| All | -62.4% | +60.4% | -122.8% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling