-45.9%
CHTR vs SYF
+258.4%
-304.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -4.1% | -4.9% | +0.8% | -2.8% |
| 30D | -3.0% | -4.3% | +1.3% | -1.8% |
| 3M | +4.8% | +5.5% | -0.7% | +3.0% |
| 6M | -35.0% | +17.5% | -52.5% | -37.9% |
| YTD | -30.2% | -7.8% | -22.4% | -29.1% |
| 1Y | -44.8% | +1.6% | -46.4% | -45.4% |
| 3Y | -66.6% | +154.8% | -221.4% | -74.6% |
| 5Y | -81.5% | +79.5% | -161.0% | -85.1% |
| All | -45.9% | +258.4% | -304.2% | -65.9% |
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 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