-16.6%
SLB vs SYF
+218.0%
-234.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -3.7% | -4.7% | +1.0% | -1.3% |
| 30D | +2.9% | +0.6% | +2.3% | +2.3% |
| 3M | +0.2% | -6.8% | +7.1% | +3.3% |
| 6M | -4.4% | +0.5% | -5.0% | -6.7% |
| YTD | +33.4% | -11.1% | +44.6% | +37.5% |
| 1Y | +40.8% | +1.3% | +39.5% | +35.0% |
| 3Y | +3.2% | +164.6% | -161.5% | -45.1% |
| 5Y | +64.8% | +65.2% | -0.4% | +8.4% |
| 10Y | -16.6% | +204.6% | -221.2% | -61.9% |
| All | -16.6% | +218.0% | -234.5% | -61.9% |
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