+2,737.0%
TSLA vs SYF
+257.7%
+2,479.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +3.0% | -1.3% | +4.4% | +3.6% |
| 30D | +11.2% | -1.1% | +12.2% | +11.6% |
| 3M | -7.3% | +7.4% | -14.7% | -10.5% |
| 6M | -7.7% | +16.2% | -24.0% | -14.5% |
| YTD | -18.2% | -6.1% | -12.1% | -17.0% |
| 1Y | +6.0% | +3.4% | +2.6% | +2.5% |
| 3Y | +48.0% | +162.9% | -114.8% | -3.8% |
| 5Y | +46.2% | +85.6% | -39.4% | +5.8% |
| 10Y | +2,737.0% | +262.7% | +2,474.3% | +1,418.5% |
| All | +2,737.0% | +257.7% | +2,479.3% | +1,418.5% |
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