-25.9%
SLB vs SYF
+340.9%
-366.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | -0.4% |
| 30D | +15.8% | +0.8% | +15.0% | +15.0% |
| 3M | -0.3% | +13.4% | -13.7% | -7.7% |
| 6M | +21.3% | +16.3% | +5.0% | +10.4% |
| YTD | +52.3% | -3.0% | +55.3% | +50.7% |
| 1Y | +63.6% | +5.7% | +57.9% | +54.0% |
| 3Y | +3.8% | +160.1% | -156.3% | -42.3% |
| 5Y | +128.6% | +88.5% | +40.1% | +43.5% |
| 10Y | -3.1% | +263.1% | -266.1% | -59.6% |
| All | -25.9% | +340.9% | -366.8% | -71.4% |
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