+140.4%
CI vs SYF
+259.8%
-119.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | -1.8% | 0.0% | -1.9% | -1.9% |
| 3M | -4.2% | +11.9% | -16.1% | -7.5% |
| 6M | +2.7% | +18.9% | -16.2% | -2.6% |
| YTD | +1.9% | -4.6% | +6.5% | +2.1% |
| 1Y | -6.3% | +6.4% | -12.6% | -9.1% |
| 3Y | +3.9% | +167.2% | -163.3% | -27.5% |
| 5Y | +41.9% | +92.3% | -50.5% | +5.7% |
| 10Y | +140.4% | +263.2% | -122.8% | +24.6% |
| All | +140.4% | +259.8% | -119.4% | +24.6% |
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