+479.6%
TMUS vs SYF
+340.9%
+138.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +5.3% | +0.8% | +4.4% | +5.0% |
| 3M | +3.1% | +13.4% | -10.3% | +0.3% |
| 6M | -16.5% | +16.3% | -32.8% | -19.4% |
| YTD | -9.2% | -3.0% | -6.2% | -9.4% |
| 1Y | -26.5% | +5.7% | -32.2% | -28.2% |
| 3Y | +39.0% | +160.1% | -121.1% | +6.7% |
| 5Y | +40.4% | +88.5% | -48.1% | +13.3% |
| 10Y | +303.7% | +263.1% | +40.6% | +146.5% |
| All | +479.6% | +340.9% | +138.7% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling