+85.6%
SYF vs JBL
+410.1%
-324.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.3% | +4.0% | -5.3% | -2.9% |
| 30D | -1.1% | -7.5% | +6.4% | +1.6% |
| 3M | +7.4% | -14.1% | +21.5% | +12.6% |
| 6M | +16.2% | +25.9% | -9.7% | +0.9% |
| YTD | -6.1% | +36.7% | -42.8% | -22.2% |
| 1Y | +3.4% | +49.0% | -45.6% | -18.9% |
| 3Y | +162.9% | +191.8% | -28.9% | +37.2% |
| 5Y | +85.6% | +409.8% | -324.2% | -35.9% |
| All | +85.6% | +410.1% | -324.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling