+756.4%
META vs SYF
+340.9%
+415.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +5.9% |
| 30D | +4.8% | +0.8% | +3.9% | +4.4% |
| 3M | -1.6% | +13.4% | -15.0% | -6.2% |
| 6M | -7.5% | +16.3% | -23.8% | -12.6% |
| YTD | -6.4% | -3.0% | -3.4% | -6.4% |
| 1Y | -17.3% | +5.7% | -23.1% | -20.0% |
| 3Y | +109.9% | +160.1% | -50.2% | +44.8% |
| 5Y | +65.4% | +88.5% | -23.2% | +23.9% |
| 10Y | +391.8% | +263.1% | +128.7% | +182.4% |
| All | +756.4% | +340.9% | +415.5% | +365.6% |
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