+506.7%
CIEN vs SYF
+89.0%
+417.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.0% |
| 7D | -5.3% | +2.6% | -7.9% | -6.5% |
| 30D | -17.2% | 0.0% | -17.3% | -17.4% |
| 3M | -26.9% | +11.9% | -38.8% | -31.0% |
| 6M | +16.0% | +18.9% | -2.9% | +6.1% |
| YTD | +45.9% | -4.6% | +50.5% | +45.5% |
| 1Y | +186.8% | +6.4% | +180.4% | +171.5% |
| 3Y | +607.8% | +167.2% | +440.6% | +349.4% |
| 5Y | +506.7% | +92.3% | +414.4% | +296.0% |
| All | +506.7% | +89.0% | +417.7% | +296.0% |
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