+99.8%
WMT vs SYF
+164.8%
-65.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +0.1% | +2.6% | -2.5% | -0.1% |
| 30D | -5.0% | 0.0% | -5.0% | -4.9% |
| 3M | -11.3% | +11.9% | -23.2% | -12.3% |
| 6M | -13.8% | +18.9% | -32.7% | -15.3% |
| YTD | -4.2% | -4.6% | +0.4% | -3.9% |
| 1Y | +4.6% | +6.4% | -1.8% | +3.3% |
| All | +99.8% | +164.8% | -65.0% | +77.3% |
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