+150.9%
CI vs SYF
+189.2%
-38.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | -3.6% | +2.3% | -0.4% |
| 30D | +6.4% | -1.7% | +8.1% | +6.8% |
| 3M | +10.7% | -7.8% | +18.5% | +12.9% |
| 6M | +5.5% | +3.4% | +2.1% | +3.8% |
| YTD | +11.4% | -12.2% | +23.6% | +13.9% |
| 1Y | +15.0% | -1.6% | +16.6% | +14.0% |
| 3Y | +9.0% | +157.8% | -148.8% | -23.3% |
| 5Y | +52.0% | +61.9% | -9.9% | +19.9% |
| 10Y | +150.9% | +180.0% | -29.1% | +41.5% |
| All | +150.9% | +189.2% | -38.3% | +41.5% |
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