+404.3%
META vs SYF
+221.7%
+182.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.1% |
| 30D | -15.4% | +2.5% | -17.9% | -16.2% |
| 3M | +3.5% | -6.3% | +9.8% | +5.6% |
| 6M | -0.3% | -1.5% | +1.2% | -0.6% |
| YTD | -7.3% | -10.5% | +3.2% | -4.9% |
| 1Y | -1.1% | +1.5% | -2.6% | -3.0% |
| 3Y | +95.1% | +163.3% | -68.2% | +33.3% |
| 5Y | +80.6% | +66.8% | +13.8% | +39.7% |
| All | +404.3% | +221.7% | +182.6% | +244.3% |
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