+51.8%
TMUS vs SYF
+60.4%
-8.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | +4.9% | -2.0% | +6.9% | +5.1% |
| 30D | +7.7% | +1.2% | +6.5% | +7.5% |
| 3M | -6.8% | -9.4% | +2.6% | -5.8% |
| 6M | -9.7% | +4.4% | -14.1% | -10.2% |
| YTD | -15.0% | -11.9% | -3.0% | -14.0% |
| 1Y | -19.1% | -0.4% | -18.7% | -19.6% |
| 3Y | +21.4% | +159.6% | -138.1% | +0.8% |
| All | +51.8% | +60.4% | -8.6% | +40.4% |
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 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