+48.9%
QCOM vs SYF
+159.3%
-110.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | +5.5% | -4.2% | +9.7% | +7.5% |
| 30D | -1.1% | -1.1% | -0.1% | -0.6% |
| 3M | +7.6% | -7.9% | +15.5% | +11.1% |
| 6M | -20.1% | -1.1% | -19.0% | -20.6% |
| YTD | +3.0% | -12.6% | +15.6% | +7.9% |
| 1Y | +3.2% | -2.4% | +5.6% | +2.7% |
| 3Y | +48.9% | +156.6% | -107.8% | +10.0% |
| All | +48.9% | +159.3% | -110.5% | +10.0% |
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