+417.3%
TMUS vs SYF
+306.8%
+110.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | -2.1% | +5.7% | +4.0% |
| 30D | -3.4% | +2.5% | -5.9% | -3.9% |
| 3M | -9.5% | -6.3% | -3.2% | -8.3% |
| 6M | -15.2% | -1.5% | -13.7% | -15.2% |
| YTD | -18.9% | -10.5% | -8.4% | -17.8% |
| 1Y | -17.7% | +1.5% | -19.2% | -18.9% |
| 3Y | +15.6% | +163.3% | -147.6% | -11.6% |
| 5Y | +38.9% | +66.8% | -27.8% | +15.3% |
| 10Y | +245.3% | +228.5% | +16.8% | +115.7% |
| All | +417.3% | +306.8% | +110.5% | +180.8% |
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