-34.4%
SLB vs SYF
+297.1%
-331.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.6% | -3.3% | +5.8% | +4.2% |
| 30D | +4.4% | -2.2% | +6.6% | +5.2% |
| 3M | -2.7% | -9.3% | +6.6% | +1.5% |
| 6M | -7.5% | +2.1% | -9.6% | -10.2% |
| YTD | +34.8% | -12.6% | +47.5% | +40.0% |
| 1Y | +44.6% | -3.4% | +48.0% | +42.4% |
| 3Y | +3.2% | +156.5% | -153.3% | -42.4% |
| 5Y | +73.6% | +59.6% | +14.0% | +18.6% |
| 10Y | -14.3% | +178.6% | -192.9% | -60.6% |
| All | -34.4% | +297.1% | -331.6% | -73.4% |
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