+83.1%
KO vs SYF
+78.7%
+4.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -1.1% | -5.5% | +4.4% | -0.8% |
| 30D | +1.6% | -3.9% | +5.4% | +1.8% |
| 3M | +5.8% | +8.9% | -3.2% | +5.2% |
| 6M | +14.3% | +16.2% | -1.9% | +13.1% |
| YTD | +27.3% | -8.4% | +35.8% | +27.8% |
| 1Y | +33.2% | +2.6% | +30.6% | +32.4% |
| 3Y | +64.5% | +156.4% | -91.9% | +44.9% |
| 5Y | +83.1% | +78.2% | +4.9% | +65.0% |
| All | +83.1% | +78.7% | +4.4% | +65.0% |
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