+244.0%
SBUX vs SYF
+340.9%
-96.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -3.1% | +2.4% | -5.5% | -3.9% |
| 30D | -0.9% | +0.8% | -1.7% | -1.2% |
| 3M | +11.6% | +13.4% | -1.8% | +6.6% |
| 6M | +8.8% | +16.3% | -7.6% | +2.7% |
| YTD | +26.3% | -3.0% | +29.3% | +26.0% |
| 1Y | +23.1% | +5.7% | +17.4% | +19.0% |
| 3Y | +15.0% | +160.1% | -145.2% | -20.4% |
| 5Y | +0.4% | +88.5% | -88.2% | -25.1% |
| 10Y | +130.7% | +263.1% | -132.4% | +21.9% |
| All | +244.0% | +340.9% | -96.9% | +71.5% |
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