+421.1%
WMT vs SYF
+255.8%
+165.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -2.5% | -5.5% | +3.0% | -1.9% |
| 30D | -6.4% | -3.9% | -2.6% | -6.0% |
| 3M | -12.1% | +8.9% | -21.0% | -13.0% |
| 6M | -15.0% | +16.2% | -31.2% | -16.4% |
| YTD | -4.5% | -8.4% | +4.0% | -4.0% |
| 1Y | +6.2% | +2.6% | +3.6% | +5.3% |
| 3Y | +99.9% | +156.4% | -56.5% | +78.1% |
| 5Y | +131.4% | +78.2% | +53.3% | +111.0% |
| All | +421.1% | +255.8% | +165.3% | +321.6% |
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 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