+709.2%
TWLO vs SYF
+293.4%
+415.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.9% |
| 30D | +20.6% | +0.8% | +19.7% | +20.1% |
| 3M | -1.5% | +13.4% | -14.9% | -6.7% |
| 6M | +89.4% | +16.3% | +73.1% | +77.0% |
| YTD | +63.8% | -3.0% | +66.8% | +63.0% |
| 1Y | +119.7% | +5.7% | +114.0% | +111.7% |
| 3Y | +256.1% | +160.1% | +96.0% | +139.1% |
| 5Y | -36.6% | +88.5% | -125.1% | -53.6% |
| 10Y | +304.3% | +263.1% | +41.3% | +113.9% |
| All | +709.2% | +293.4% | +415.9% | +299.4% |
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