+299.1%
SYF vs JBL
+1,303.2%
-1,004.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -1.4% |
| 7D | -3.6% | +0.1% | -3.7% | -4.0% |
| 30D | -1.7% | -17.0% | +15.3% | +6.8% |
| 3M | -7.8% | -27.4% | +19.6% | +5.9% |
| 6M | +3.4% | -29.1% | +32.5% | +17.6% |
| YTD | -12.2% | +13.6% | -25.8% | -24.4% |
| 1Y | -1.6% | +22.8% | -24.4% | -19.1% |
| 3Y | +157.8% | +103.0% | +54.8% | +48.9% |
| 5Y | +61.9% | +307.4% | -245.5% | -41.0% |
| 10Y | +180.0% | +1,173.9% | -993.9% | -45.3% |
| All | +299.1% | +1,303.2% | -1,004.1% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling