+283.8%
C vs SYF
+340.9%
-57.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +2.4% | +1.2% | +2.1% |
| 30D | +0.1% | +0.8% | -0.8% | -0.5% |
| 3M | +2.4% | +13.4% | -11.0% | -5.9% |
| 6M | +24.9% | +16.3% | +8.6% | +12.8% |
| YTD | +19.8% | -3.0% | +22.8% | +20.6% |
| 1Y | +44.9% | +5.7% | +39.1% | +37.9% |
| 3Y | +263.0% | +160.1% | +102.9% | +90.0% |
| 5Y | +129.5% | +88.5% | +41.0% | +39.9% |
| 10Y | +291.6% | +263.1% | +28.5% | +40.6% |
| All | +283.8% | +340.9% | -57.1% | +31.9% |
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