+754.7%
JPM vs SYF
+340.9%
+413.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.9% |
| 30D | -0.2% | +0.8% | -1.0% | -0.7% |
| 3M | +15.9% | +13.4% | +2.5% | +8.0% |
| 6M | +20.9% | +16.3% | +4.6% | +11.1% |
| YTD | +12.9% | -3.0% | +15.9% | +13.0% |
| 1Y | +20.3% | +5.7% | +14.6% | +14.9% |
| 3Y | +160.9% | +160.1% | +0.8% | +51.6% |
| 5Y | +154.8% | +88.5% | +66.3% | +66.9% |
| 10Y | +591.1% | +263.1% | +328.0% | +188.9% |
| All | +754.7% | +340.9% | +413.8% | +241.1% |
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