+3,185.6%
TSLA vs SYF
+176.2%
+3,009.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +15.6% | -3.3% | +18.9% | +17.4% |
| 30D | +5.9% | -2.2% | +8.1% | +6.9% |
| 3M | +21.4% | -9.3% | +30.7% | +26.6% |
| 6M | -8.3% | +2.1% | -10.4% | -9.8% |
| YTD | -11.6% | -12.6% | +1.0% | -7.5% |
| 1Y | -7.7% | -3.4% | -4.2% | -8.0% |
| 3Y | +85.2% | +156.5% | -71.3% | +20.9% |
| 5Y | +15.4% | +59.6% | -44.2% | -11.6% |
| All | +3,185.6% | +176.2% | +3,009.5% | +1,792.8% |
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 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