-4.8%
SLB vs SYF
+259.8%
-264.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +0.4% | +2.6% | -2.2% | -0.9% |
| 30D | +13.6% | 0.0% | +13.6% | +13.3% |
| 3M | +1.5% | +11.9% | -10.4% | -5.6% |
| 6M | +23.0% | +18.9% | +4.1% | +10.2% |
| YTD | +51.2% | -4.6% | +55.8% | +50.8% |
| 1Y | +63.5% | +6.4% | +57.1% | +52.9% |
| 3Y | +2.5% | +167.2% | -164.7% | -45.3% |
| 5Y | +139.2% | +92.3% | +46.8% | +44.8% |
| 10Y | -4.8% | +263.2% | -267.9% | -59.9% |
| All | -4.8% | +259.8% | -264.5% | -59.9% |
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