+247.4%
CI vs SYF
+340.9%
-93.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +2.4% | -1.1% | +0.7% |
| 30D | +4.4% | +0.8% | +3.6% | +4.2% |
| 3M | +0.7% | +13.4% | -12.7% | -3.1% |
| 6M | +0.3% | +16.3% | -16.0% | -4.3% |
| YTD | +3.8% | -3.0% | +6.8% | +3.6% |
| 1Y | -5.5% | +5.7% | -11.2% | -8.2% |
| 3Y | +8.1% | +160.1% | -152.0% | -23.7% |
| 5Y | +42.8% | +88.5% | -45.7% | +7.5% |
| 10Y | +143.9% | +263.1% | -119.2% | +30.4% |
| All | +247.4% | +340.9% | -93.5% | +77.8% |
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