+152.5%
JPM vs SYF
+89.2%
+63.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | +13.9% | +7.4% | +6.5% | +9.8% |
| 6M | +23.5% | +16.2% | +7.3% | +14.7% |
| YTD | +11.6% | -6.1% | +17.8% | +13.4% |
| 1Y | +21.4% | +3.4% | +18.0% | +17.8% |
| 3Y | +163.4% | +162.9% | +0.6% | +66.9% |
| 5Y | +152.5% | +85.6% | +66.9% | +78.7% |
| All | +152.5% | +89.2% | +63.3% | +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