+220.1%
C vs SYF
+218.0%
+2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -0.9% | -4.7% | +3.8% | +2.1% |
| 30D | -5.4% | +0.6% | -6.0% | -5.8% |
| 3M | -9.2% | -6.8% | -2.3% | -5.4% |
| 6M | -1.8% | +0.5% | -2.4% | -3.2% |
| YTD | +6.7% | -11.1% | +17.8% | +13.1% |
| 1Y | +23.5% | +1.3% | +22.2% | +20.5% |
| 3Y | +219.8% | +164.6% | +55.1% | +64.7% |
| 5Y | +112.4% | +65.2% | +47.2% | +40.5% |
| 10Y | +220.1% | +204.6% | +15.5% | +25.8% |
| All | +220.1% | +218.0% | +2.1% | +25.8% |
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 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