+448.7%
WMT vs SYF
+340.9%
+107.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +2.4% | +1.5% | +3.7% |
| 30D | -4.4% | +0.8% | -5.2% | -4.5% |
| 3M | -8.8% | +13.4% | -22.2% | -10.1% |
| 6M | -15.6% | +16.3% | -32.0% | -17.1% |
| YTD | -3.2% | -3.0% | -0.2% | -3.3% |
| 1Y | +7.0% | +5.7% | +1.3% | +5.8% |
| 3Y | +105.3% | +160.1% | -54.8% | +81.8% |
| 5Y | +129.3% | +88.5% | +40.7% | +107.0% |
| 10Y | +423.9% | +263.1% | +160.9% | +328.3% |
| All | +448.7% | +340.9% | +107.8% | +327.5% |
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