+1,681.1%
PLTR vs SYF
+228.0%
+1,453.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.9% |
| 7D | -5.1% | -4.3% | -0.9% | -3.0% |
| 30D | -19.1% | +1.0% | -20.1% | -19.5% |
| 3M | -1.6% | -6.4% | +4.8% | +1.3% |
| 6M | +22.8% | +1.0% | +21.8% | +20.6% |
| YTD | -4.8% | -10.7% | +5.9% | -1.5% |
| 1Y | -4.9% | +1.8% | -6.7% | -8.3% |
| 3Y | +826.1% | +165.8% | +660.3% | +442.0% |
| 5Y | +597.7% | +65.9% | +531.8% | +355.1% |
| All | +1,681.1% | +228.0% | +1,453.1% | +1,006.6% |
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 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