+99.7%
CLF vs SYF
+221.7%
-122.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -19.6% | -2.1% | -17.4% | -18.3% |
| 30D | -5.0% | +2.5% | -7.5% | -6.8% |
| 3M | -6.3% | -6.3% | 0.0% | -2.6% |
| 6M | +2.8% | -1.5% | +4.2% | +2.2% |
| YTD | -13.7% | -10.5% | -3.2% | -9.3% |
| 1Y | +13.6% | +1.5% | +12.1% | +9.4% |
| 3Y | -34.0% | +163.3% | -197.3% | -67.7% |
| 5Y | -48.7% | +66.8% | -115.5% | -67.4% |
| All | +99.7% | +221.7% | -122.0% | -30.8% |
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