-5.7%
CHTR vs SYF
+333.7%
-339.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -0.3% | +2.6% | -2.9% | -1.0% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | +10.2% | +11.9% | -1.7% | +6.6% |
| 6M | -37.2% | +18.9% | -56.2% | -40.3% |
| YTD | -30.2% | -4.6% | -25.6% | -29.8% |
| 1Y | -44.8% | +6.4% | -51.1% | -46.1% |
| 3Y | -65.5% | +167.2% | -232.7% | -74.2% |
| 5Y | -81.8% | +92.3% | -174.1% | -85.6% |
| 10Y | -45.8% | +263.2% | -308.9% | -66.8% |
| All | -5.7% | +333.7% | -339.4% | -44.1% |
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