+59.6%
SCHW vs SYF
+76.4%
-16.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.8% |
| 7D | -2.8% | -5.5% | +2.8% | -0.5% |
| 30D | -0.1% | -3.9% | +3.8% | +1.5% |
| 3M | +20.6% | +8.9% | +11.7% | +15.4% |
| 6M | +15.9% | +16.2% | -0.3% | +7.6% |
| YTD | +8.5% | -8.4% | +16.9% | +10.8% |
| 1Y | +17.8% | +2.6% | +15.2% | +14.1% |
| 3Y | +88.5% | +156.4% | -67.8% | +12.2% |
| All | +59.6% | +76.4% | -16.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling