+299.2%
JNJ vs SYF
+300.4%
-1.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.5% | -2.0% | +5.5% | +3.7% |
| 30D | +12.5% | +1.2% | +11.3% | +12.4% |
| 3M | +9.6% | -9.4% | +18.9% | +10.6% |
| 6M | +25.3% | +4.4% | +20.9% | +24.5% |
| YTD | +40.3% | -11.9% | +52.2% | +41.4% |
| 1Y | +49.6% | -0.4% | +50.1% | +48.8% |
| 3Y | +110.8% | +159.6% | -48.8% | +82.6% |
| 5Y | +99.1% | +60.9% | +38.2% | +81.0% |
| 10Y | +216.6% | +180.9% | +35.6% | +147.9% |
| All | +299.2% | +300.4% | -1.2% | +193.1% |
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