+1,293.2%
CIEN vs SYF
+297.4%
+995.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | -9.3% | -4.2% | -5.1% | -8.0% |
| 30D | -39.5% | -1.1% | -38.4% | -39.4% |
| 3M | -29.8% | -7.9% | -21.9% | -28.0% |
| 6M | -50.4% | -1.1% | -49.3% | -50.8% |
| YTD | +16.3% | -12.6% | +28.9% | +19.4% |
| 1Y | +30.4% | -2.4% | +32.7% | +28.6% |
| 3Y | +516.6% | +156.6% | +360.0% | +335.4% |
| 5Y | +349.8% | +61.9% | +287.9% | +256.7% |
| 10Y | +1,184.7% | +186.5% | +998.2% | +658.8% |
| All | +1,293.2% | +297.4% | +995.9% | +627.3% |
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