+246.0%
ORCL vs SYF
+196.3%
+49.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -6.5% | -4.2% | -2.3% | -5.4% |
| 30D | -16.6% | -1.1% | -15.5% | -16.4% |
| 3M | -21.6% | -7.9% | -13.7% | -20.0% |
| 6M | -39.4% | -1.1% | -38.3% | -39.5% |
| YTD | -38.7% | -12.6% | -26.1% | -37.0% |
| 1Y | -50.4% | -2.4% | -48.0% | -50.5% |
| 3Y | +8.1% | +156.6% | -148.5% | -17.3% |
| 5Y | +34.5% | +61.9% | -27.4% | +12.1% |
| 10Y | +246.0% | +186.5% | +59.6% | +145.2% |
| All | +246.0% | +196.3% | +49.7% | +145.2% |
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