+251.6%
ORCL vs SYF
+218.0%
+33.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | +0.5% | -4.7% | +5.2% | +1.7% |
| 30D | -15.3% | +0.6% | -15.9% | -15.5% |
| 3M | -18.2% | -6.8% | -11.4% | -16.8% |
| 6M | -38.4% | +0.5% | -39.0% | -38.8% |
| YTD | -37.7% | -11.1% | -26.6% | -36.3% |
| 1Y | -49.3% | +1.3% | -50.6% | -49.9% |
| 3Y | +10.6% | +164.6% | -154.0% | -16.0% |
| 5Y | +35.5% | +65.2% | -29.7% | +12.3% |
| 10Y | +251.6% | +204.6% | +47.0% | +148.0% |
| All | +251.6% | +218.0% | +33.6% | +148.0% |
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 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