+218.3%
C vs SYF
+189.2%
+29.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.3% |
| 7D | -0.4% | -3.6% | +3.1% | +1.8% |
| 30D | -5.3% | -1.7% | -3.6% | -4.4% |
| 3M | -8.0% | -7.8% | -0.2% | -3.6% |
| 6M | -0.3% | +3.4% | -3.6% | -3.3% |
| YTD | +8.6% | -12.2% | +20.8% | +16.0% |
| 1Y | +25.8% | -1.6% | +27.4% | +25.0% |
| 3Y | +221.2% | +157.8% | +63.4% | +68.1% |
| 5Y | +113.6% | +61.9% | +51.7% | +43.0% |
| 10Y | +218.3% | +180.0% | +38.3% | +31.4% |
| All | +218.3% | +189.2% | +29.1% | +31.4% |
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