+231.9%
C vs SYF
+308.6%
-76.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.8% | -4.3% |
| 7D | -5.3% | -3.8% | -1.5% | -3.0% |
| 30D | -7.3% | +2.6% | -10.0% | -8.9% |
| 3M | -13.5% | -6.5% | -6.9% | -10.0% |
| 6M | -6.5% | +0.8% | -7.3% | -8.0% |
| YTD | +3.6% | -10.1% | +13.7% | +9.1% |
| 1Y | +18.9% | +0.8% | +18.0% | +16.4% |
| 3Y | +205.0% | +158.8% | +46.1% | +60.3% |
| 5Y | +109.4% | +67.5% | +41.9% | +37.8% |
| 10Y | +232.9% | +230.0% | +2.9% | +26.7% |
| All | +231.9% | +308.6% | -76.7% | +19.3% |
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