+758.9%
ORLY vs SYF
+333.7%
+425.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.9% |
| 7D | -2.3% | +2.6% | -5.0% | -2.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -3.5% | +11.9% | -15.4% | -6.2% |
| 6M | -9.2% | +18.9% | -28.1% | -13.0% |
| YTD | -5.8% | -4.6% | -1.2% | -5.8% |
| 1Y | -19.3% | +6.4% | -25.7% | -21.4% |
| 3Y | +34.4% | +167.2% | -132.7% | +1.0% |
| 5Y | +117.8% | +92.3% | +25.5% | +72.3% |
| 10Y | +356.9% | +263.2% | +93.8% | +169.9% |
| All | +758.9% | +333.7% | +425.2% | +392.6% |
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