+316.2%
SYF vs TEVA
-26.7%
+342.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +8.9% | +8.2% | +0.7% | +6.3% |
| 6M | +16.2% | +15.3% | +0.9% | +11.2% |
| YTD | -8.4% | +16.5% | -24.9% | -12.8% |
| 1Y | +2.6% | +85.7% | -83.1% | -14.0% |
| 3Y | +156.4% | +277.9% | -121.5% | +68.4% |
| 5Y | +78.2% | +295.5% | -217.4% | +11.7% |
| 10Y | +253.8% | -24.5% | +278.3% | +179.1% |
| All | +316.2% | -26.7% | +342.9% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling