+42.0%
TMUS vs SYF
+89.0%
-47.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +5.3% | +0.8% | +4.4% | +5.1% |
| 3M | +3.1% | +13.4% | -10.3% | +1.5% |
| 6M | -16.5% | +16.3% | -32.8% | -18.2% |
| YTD | -9.2% | -3.0% | -6.2% | -9.1% |
| 1Y | -26.5% | +5.7% | -32.2% | -27.4% |
| 3Y | +39.0% | +160.1% | -121.1% | +15.4% |
| All | +42.0% | +89.0% | -47.0% | +24.4% |
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