-28.2%
CIFR vs SYF
+195.2%
-223.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.4% | +8.5% |
| 7D | +9.4% | -3.6% | +13.0% | +12.6% |
| 30D | -45.3% | -1.7% | -43.6% | -44.7% |
| 3M | -58.7% | -7.8% | -50.9% | -56.3% |
| 6M | -64.9% | +3.4% | -68.3% | -66.6% |
| YTD | -51.8% | -12.2% | -39.6% | -48.3% |
| 1Y | -61.9% | -1.6% | -60.3% | -62.8% |
| 3Y | +138.6% | +157.8% | -19.2% | +36.6% |
| 5Y | -13.0% | +61.9% | -74.9% | -43.3% |
| All | -28.2% | +195.2% | -223.4% | -54.9% |
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