+1,146.8%
CIEN vs SYF
+178.4%
+968.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | +15.3% | -2.0% | +17.3% | +16.0% |
| 30D | -22.0% | +1.2% | -23.2% | -22.4% |
| 3M | -36.6% | -9.4% | -27.3% | -34.7% |
| 6M | -51.5% | +4.4% | -55.9% | -52.7% |
| YTD | +20.0% | -11.9% | +31.9% | +22.7% |
| 1Y | +44.5% | -0.4% | +44.9% | +41.5% |
| 3Y | +539.0% | +159.6% | +379.5% | +352.6% |
| 5Y | +356.8% | +60.9% | +295.9% | +263.4% |
| All | +1,146.8% | +178.4% | +968.4% | +642.5% |
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 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