+82.5%
JNJ vs SYF
+170.1%
-87.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +16.5% | +11.9% | +4.6% | +16.6% |
| 6M | +13.1% | +18.9% | -5.8% | +13.3% |
| YTD | +32.1% | -4.6% | +36.7% | +32.2% |
| 1Y | +54.5% | +6.4% | +48.1% | +54.4% |
| 3Y | +82.5% | +167.2% | -84.6% | +70.0% |
| All | +82.5% | +170.1% | -87.6% | +70.0% |
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