-14.2%
SLB vs SYF
+189.2%
-203.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -1.2% | -3.6% | +2.4% | +0.7% |
| 30D | +4.5% | -1.7% | +6.2% | +5.1% |
| 3M | -4.6% | -7.8% | +3.2% | -1.1% |
| 6M | -6.3% | +3.4% | -9.6% | -9.7% |
| YTD | +35.0% | -12.2% | +47.2% | +40.0% |
| 1Y | +38.8% | -1.6% | +40.4% | +35.1% |
| 3Y | +3.3% | +157.8% | -154.5% | -44.3% |
| 5Y | +73.6% | +61.9% | +11.7% | +15.3% |
| 10Y | -14.2% | +180.0% | -194.2% | -61.1% |
| All | -14.2% | +189.2% | -203.4% | -61.1% |
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