+105.9%
C vs SYF
+65.2%
+40.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -2.4% | -2.1% | -0.3% | -1.2% |
| 30D | -6.0% | +2.5% | -8.5% | -7.4% |
| 3M | -10.5% | -6.3% | -4.3% | -7.5% |
| 6M | -5.7% | -1.5% | -4.3% | -5.8% |
| YTD | +4.1% | -10.5% | +14.6% | +9.4% |
| 1Y | +20.5% | +1.5% | +19.0% | +17.9% |
| 3Y | +208.1% | +163.3% | +44.8% | +75.9% |
| All | +105.9% | +65.2% | +40.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling