+694.1%
QQQ vs SYF
+297.1%
+396.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.4% | -3.3% | +9.6% | +7.4% |
| 30D | -7.5% | -2.2% | -5.3% | -6.9% |
| 3M | -4.8% | -9.3% | +4.5% | -2.2% |
| 6M | -2.5% | +2.1% | -4.5% | -3.7% |
| YTD | +12.4% | -12.6% | +25.0% | +15.6% |
| 1Y | +11.3% | -3.4% | +14.8% | +11.0% |
| 3Y | +85.0% | +156.5% | -71.5% | +34.8% |
| 5Y | +79.6% | +59.6% | +20.1% | +45.8% |
| 10Y | +535.9% | +178.6% | +357.3% | +305.9% |
| All | +694.1% | +297.1% | +396.9% | +358.0% |
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 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