+154.8%
SYF vs TEVA
+280.8%
-126.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -4.9% | +2.0% | -6.9% | -5.2% |
| 30D | -4.3% | +1.0% | -5.3% | -4.4% |
| 3M | +5.5% | +7.3% | -1.8% | +4.4% |
| 6M | +17.5% | +21.7% | -4.2% | +14.0% |
| YTD | -7.8% | +18.8% | -26.6% | -10.3% |
| 1Y | +1.6% | +86.5% | -84.8% | -7.0% |
| 3Y | +154.8% | +269.4% | -114.6% | +89.3% |
| All | +154.8% | +280.8% | -126.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling