+236.3%
QCOM vs SYF
+299.1%
-62.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.6% |
| 7D | +2.0% | -3.6% | +5.5% | +3.4% |
| 30D | +1.2% | -1.7% | +3.0% | +1.9% |
| 3M | +9.1% | -7.8% | +16.9% | +12.3% |
| 6M | -25.0% | +3.4% | -28.4% | -26.5% |
| YTD | +4.8% | -12.2% | +17.0% | +8.8% |
| 1Y | +3.6% | -1.6% | +5.2% | +2.9% |
| 3Y | +51.5% | +157.8% | -106.3% | +3.4% |
| 5Y | +19.7% | +61.9% | -42.2% | -6.4% |
| 10Y | +245.8% | +180.0% | +65.8% | +105.6% |
| All | +236.3% | +299.1% | -62.8% | +77.4% |
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