+481.0%
JPM vs SYF
+189.2%
+291.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.5% | -3.6% | +1.1% | -0.7% |
| 30D | +2.7% | -1.7% | +4.4% | +3.5% |
| 3M | -4.7% | -7.8% | +3.1% | -1.0% |
| 6M | +15.6% | +3.4% | +12.2% | +12.5% |
| YTD | +8.6% | -12.2% | +20.8% | +14.1% |
| 1Y | +10.9% | -1.6% | +12.5% | +9.8% |
| 3Y | +149.9% | +157.8% | -7.9% | +45.3% |
| 5Y | +131.9% | +61.9% | +70.0% | +64.1% |
| 10Y | +481.0% | +180.0% | +301.0% | +174.2% |
| All | +481.0% | +189.2% | +291.8% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling