-25.0%
TGT vs SYF
+89.2%
-114.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | -3.6% | -1.3% | -2.2% | -3.1% |
| 30D | +4.4% | -1.1% | +5.5% | +4.7% |
| 3M | +25.4% | +7.4% | +18.0% | +21.7% |
| 6M | +33.4% | +16.2% | +17.2% | +25.6% |
| YTD | +65.6% | -6.1% | +71.7% | +67.1% |
| 1Y | +80.3% | +3.4% | +76.9% | +75.4% |
| 3Y | +42.1% | +162.9% | -120.7% | -4.5% |
| 5Y | -25.0% | +85.6% | -110.6% | -48.5% |
| All | -25.0% | +89.2% | -114.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling