+51.2%
CI vs SYF
+60.4%
-9.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | +2.6% | +1.2% | +1.4% | +2.4% |
| 3M | +7.4% | -9.4% | +16.8% | +8.5% |
| 6M | -0.1% | +4.4% | -4.5% | -0.8% |
| YTD | +9.7% | -11.9% | +21.7% | +10.7% |
| 1Y | +12.1% | -0.4% | +12.5% | +11.7% |
| 3Y | +7.0% | +159.6% | -152.5% | -9.7% |
| All | +51.2% | +60.4% | -9.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling