+48.2%
TSLA vs SYF
+170.1%
-121.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +5.0% |
| 7D | +3.4% | +2.6% | +0.8% | +1.6% |
| 30D | +12.0% | 0.0% | +12.0% | +11.9% |
| 3M | -10.0% | +11.9% | -21.9% | -17.0% |
| 6M | -7.2% | +18.9% | -26.1% | -18.4% |
| YTD | -18.1% | -4.6% | -13.5% | -17.4% |
| 1Y | +6.3% | +6.4% | -0.1% | -1.8% |
| 3Y | +48.2% | +167.2% | -119.0% | -23.6% |
| All | +48.2% | +170.1% | -121.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling