+345.0%
SCHW vs SYF
+326.7%
+18.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -1.6% | -1.3% | -0.2% | -0.9% |
| 30D | -1.1% | -1.1% | 0.0% | -0.6% |
| 3M | +20.4% | +7.4% | +13.0% | +15.2% |
| 6M | +13.6% | +16.2% | -2.6% | +4.3% |
| YTD | +7.7% | -6.1% | +13.8% | +8.9% |
| 1Y | +15.2% | +3.4% | +11.8% | +10.7% |
| 3Y | +87.1% | +162.9% | -75.7% | +6.2% |
| 5Y | +57.5% | +85.6% | -28.1% | +3.2% |
| 10Y | +295.1% | +262.7% | +32.4% | +65.6% |
| All | +345.0% | +326.7% | +18.2% | +82.6% |
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