+270.3%
ORCL vs SYF
+178.4%
+91.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +8.0% | -2.0% | +10.0% | +8.6% |
| 30D | -4.0% | +1.2% | -5.2% | -4.4% |
| 3M | -19.5% | -9.4% | -10.1% | -17.5% |
| 6M | -33.5% | +4.4% | -37.9% | -34.5% |
| YTD | -34.8% | -11.9% | -22.9% | -33.2% |
| 1Y | -41.6% | -0.4% | -41.2% | -42.1% |
| 3Y | +13.8% | +159.6% | -145.8% | -13.3% |
| 5Y | +43.4% | +60.9% | -17.5% | +19.6% |
| All | +270.3% | +178.4% | +91.8% | +160.3% |
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