+131.0%
JPM vs SYF
+63.1%
+67.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +1.2% | -4.2% | +5.4% | +3.1% |
| 30D | +2.7% | -1.1% | +3.8% | +3.1% |
| 3M | -4.5% | -7.9% | +3.4% | -1.2% |
| 6M | +14.3% | -1.1% | +15.4% | +13.9% |
| YTD | +8.2% | -12.6% | +20.8% | +13.2% |
| 1Y | +10.0% | -2.4% | +12.4% | +9.6% |
| 3Y | +149.0% | +156.6% | -7.7% | +60.2% |
| 5Y | +131.0% | +61.9% | +69.1% | +78.7% |
| All | +131.0% | +63.1% | +67.9% | +78.7% |
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 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