+97.5%
REGN vs SYF
+258.4%
-160.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -4.9% | -0.7% | -4.9% |
| 30D | -2.0% | -4.3% | +2.4% | -1.4% |
| 3M | +28.0% | +5.5% | +22.4% | +26.8% |
| 6M | +1.2% | +17.5% | -16.4% | -1.3% |
| YTD | +1.6% | -7.8% | +9.4% | +2.3% |
| 1Y | +38.2% | +1.6% | +36.6% | +37.2% |
| 3Y | -5.4% | +154.8% | -160.2% | -17.6% |
| 5Y | +21.3% | +79.5% | -58.2% | +7.9% |
| All | +97.5% | +258.4% | -160.9% | +40.3% |
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