+203.4%
TGT vs SYF
+255.8%
-52.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | -5.0% | -5.5% | +0.5% | -3.6% |
| 30D | +3.0% | -3.9% | +6.9% | +4.1% |
| 3M | +22.6% | +8.9% | +13.7% | +19.5% |
| 6M | +31.2% | +16.2% | +15.0% | +25.5% |
| YTD | +63.7% | -8.4% | +72.1% | +65.9% |
| 1Y | +78.5% | +2.6% | +75.9% | +75.4% |
| 3Y | +40.5% | +156.4% | -115.8% | +7.8% |
| 5Y | -25.6% | +78.2% | -103.8% | -39.5% |
| All | +203.4% | +255.8% | -52.4% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling