+234.7%
TMUS vs SYF
+218.0%
+16.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | +5.3% | -4.7% | +10.0% | +6.3% |
| 30D | +13.5% | +0.6% | +13.0% | +13.4% |
| 3M | -4.2% | -6.8% | +2.6% | -3.0% |
| 6M | -11.9% | +0.5% | -12.4% | -12.3% |
| YTD | -15.6% | -11.1% | -4.4% | -14.4% |
| 1Y | -16.8% | +1.3% | -18.1% | -17.9% |
| 3Y | +20.8% | +164.6% | -143.8% | -6.4% |
| 5Y | +48.0% | +65.2% | -17.1% | +24.5% |
| 10Y | +234.7% | +204.6% | +30.1% | +134.4% |
| All | +234.7% | +218.0% | +16.8% | +134.4% |
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