+16.2%
JD vs SYF
+306.8%
-290.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +13.4% | -2.1% | +15.5% | +14.0% |
| 30D | +7.7% | +2.5% | +5.2% | +6.8% |
| 3M | -11.3% | -6.3% | -5.0% | -9.9% |
| 6M | -5.1% | -1.5% | -3.7% | -5.7% |
| YTD | +5.0% | -10.5% | +15.6% | +6.8% |
| 1Y | -5.6% | +1.5% | -7.2% | -7.7% |
| 3Y | +17.8% | +163.3% | -145.5% | -16.6% |
| 5Y | -57.2% | +66.8% | -123.9% | -66.2% |
| 10Y | +34.8% | +228.5% | -193.7% | -17.6% |
| All | +16.2% | +306.8% | -290.6% | -35.7% |
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 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