+263.0%
CI vs SYF
+306.8%
-43.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.6% | -2.1% | +0.6% | -1.0% |
| 30D | +5.4% | +2.5% | +2.9% | +4.7% |
| 3M | +7.3% | -6.3% | +13.5% | +8.9% |
| 6M | +5.3% | -1.5% | +6.8% | +5.0% |
| YTD | +8.5% | -10.5% | +19.0% | +10.4% |
| 1Y | +17.1% | +1.5% | +15.6% | +15.1% |
| 3Y | +1.4% | +163.3% | -161.9% | -28.8% |
| 5Y | +50.5% | +66.8% | -16.3% | +17.6% |
| 10Y | +168.5% | +228.5% | -60.0% | +47.4% |
| All | +263.0% | +306.8% | -43.8% | +89.6% |
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 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