+546.3%
WMT vs SYF
+297.1%
+249.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.9% |
| 30D | +12.4% | -2.2% | +14.6% | +12.6% |
| 3M | +9.0% | -9.3% | +18.4% | +10.1% |
| 6M | -3.0% | +2.1% | -5.0% | -3.4% |
| YTD | +14.0% | -12.6% | +26.6% | +15.1% |
| 1Y | +23.0% | -3.4% | +26.5% | +22.7% |
| 3Y | +135.1% | +156.5% | -21.4% | +108.5% |
| 5Y | +172.7% | +59.6% | +113.2% | +150.8% |
| 10Y | +528.1% | +178.6% | +349.5% | +432.7% |
| All | +546.3% | +297.1% | +249.2% | +408.8% |
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 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