+266.3%
CI vs SYF
+297.1%
-30.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -1.7% | -3.3% | +1.5% | -0.9% |
| 30D | +4.9% | -2.2% | +7.0% | +5.4% |
| 3M | +7.4% | -9.3% | +16.7% | +10.0% |
| 6M | +0.4% | +2.1% | -1.7% | -0.9% |
| YTD | +9.5% | -12.6% | +22.1% | +12.1% |
| 1Y | +12.0% | -3.4% | +15.4% | +11.5% |
| 3Y | +7.1% | +156.5% | -149.4% | -24.4% |
| 5Y | +49.3% | +59.6% | -10.2% | +18.3% |
| 10Y | +146.6% | +178.6% | -32.0% | +41.9% |
| All | +266.3% | +297.1% | -30.8% | +92.5% |
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 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