+2,525.4%
TSLA vs SYF
+299.1%
+2,226.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.5% | -3.6% | +5.0% | +3.2% |
| 30D | +3.4% | -1.7% | +5.1% | +4.1% |
| 3M | +17.4% | -7.8% | +25.2% | +21.5% |
| 6M | -12.2% | +3.4% | -15.6% | -14.1% |
| YTD | -13.1% | -12.2% | -0.9% | -9.3% |
| 1Y | -11.1% | -1.6% | -9.5% | -12.1% |
| 3Y | +82.1% | +157.8% | -75.7% | +19.6% |
| 5Y | +10.3% | +61.9% | -51.6% | -15.3% |
| 10Y | +3,009.1% | +180.0% | +2,829.1% | +1,638.1% |
| All | +2,525.4% | +299.1% | +2,226.3% | +1,300.4% |
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