+40.9%
TSLA vs SYF
+92.1%
-51.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.1% |
| 30D | +10.1% | +0.8% | +9.3% | +9.5% |
| 3M | -15.4% | +13.4% | -28.8% | -22.1% |
| 6M | -12.8% | +16.3% | -29.1% | -21.4% |
| YTD | -21.3% | -3.0% | -18.3% | -21.4% |
| 1Y | +4.6% | +5.7% | -1.1% | -1.9% |
| 3Y | +44.5% | +160.1% | -115.6% | -21.8% |
| All | +40.9% | +92.1% | -51.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling