+61.9%
PYPL vs SYF
+177.7%
-115.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | +1.0% | -4.2% | +5.2% | +2.7% |
| 30D | +5.9% | -1.1% | +6.9% | +6.2% |
| 3M | -0.2% | -7.9% | +7.6% | +3.0% |
| 6M | +30.3% | -1.1% | +31.4% | +30.2% |
| YTD | +1.6% | -12.6% | +14.2% | +5.8% |
| 1Y | -10.3% | -2.4% | -7.9% | -10.7% |
| 3Y | +8.5% | +156.6% | -148.1% | -27.4% |
| 5Y | -71.0% | +61.9% | -132.8% | -77.5% |
| 10Y | +46.9% | +186.5% | -139.5% | -16.6% |
| All | +61.9% | +177.7% | -115.8% | -9.5% |
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