+10.2%
ORCL vs SYF
+158.5%
-148.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -11.2% | -2.1% | -9.0% | -10.6% |
| 30D | -18.8% | +2.5% | -21.3% | -19.6% |
| 3M | -18.8% | -6.3% | -12.5% | -17.2% |
| 6M | -39.7% | -1.5% | -38.3% | -39.8% |
| YTD | -39.6% | -10.5% | -29.1% | -38.2% |
| 1Y | -51.7% | +1.5% | -53.3% | -52.6% |
| 3Y | +10.2% | +163.3% | -153.0% | -12.7% |
| All | +10.2% | +158.5% | -148.3% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling