+712.5%
CAT vs SYF
+219.4%
+493.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.5% |
| 7D | -2.4% | -4.3% | +1.9% | -0.7% |
| 30D | -25.0% | +1.0% | -26.0% | -25.5% |
| 3M | -28.7% | -6.4% | -22.3% | -27.0% |
| 6M | -33.0% | +1.0% | -34.0% | -33.9% |
| YTD | +5.4% | -10.7% | +16.2% | +8.8% |
| 1Y | +7.3% | +1.8% | +5.5% | +4.7% |
| 3Y | +166.0% | +165.8% | +0.2% | +70.0% |
| 5Y | +210.1% | +65.9% | +144.2% | +131.8% |
| 10Y | +712.5% | +206.0% | +506.5% | +343.0% |
| All | +712.5% | +219.4% | +493.1% | +343.0% |
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 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