+82.7%
JNJ vs SYF
+89.2%
-6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | -3.0% | -1.3% | -1.6% | -2.9% |
| 30D | +2.5% | -1.1% | +3.6% | +2.5% |
| 3M | +13.2% | +7.4% | +5.8% | +13.0% |
| 6M | +11.3% | +16.2% | -4.9% | +10.8% |
| YTD | +31.1% | -6.1% | +37.3% | +31.3% |
| 1Y | +54.3% | +3.4% | +51.0% | +53.9% |
| 3Y | +81.1% | +162.9% | -81.7% | +69.6% |
| 5Y | +82.7% | +85.6% | -2.9% | +74.9% |
| All | +82.7% | +89.2% | -6.5% | +74.9% |
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