+165.5%
YUM vs SYF
+258.4%
-92.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -6.1% | -4.9% | -1.1% | -4.9% |
| 30D | -5.8% | -4.3% | -1.5% | -4.9% |
| 3M | -7.6% | +5.5% | -13.1% | -9.2% |
| 6M | -9.1% | +17.5% | -26.7% | -13.2% |
| YTD | -5.5% | -7.8% | +2.3% | -4.6% |
| 1Y | -3.7% | +1.6% | -5.4% | -5.5% |
| 3Y | +17.8% | +154.8% | -137.0% | -14.3% |
| 5Y | +19.3% | +79.5% | -60.2% | -7.0% |
| All | +165.5% | +258.4% | -92.8% | +42.6% |
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