+96.3%
CAT vs SYF
+5.5%
+90.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | +5.6% | +2.6% | +2.9% | +4.7% |
| 30D | -2.3% | 0.0% | -2.4% | -2.4% |
| 3M | -10.0% | +11.9% | -21.9% | -13.6% |
| 6M | +21.2% | +18.9% | +2.3% | +14.0% |
| YTD | +44.4% | -4.6% | +49.0% | +43.1% |
| 1Y | +96.3% | +6.4% | +89.9% | +88.0% |
| All | +96.3% | +5.5% | +90.8% | +88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling