-20.4%
CLF vs SYF
+158.6%
-179.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | +2.3% | -3.6% | +5.9% | +4.6% |
| 30D | +1.9% | -1.7% | +3.7% | +2.7% |
| 3M | +5.9% | -7.8% | +13.7% | +10.9% |
| 6M | +16.9% | +3.4% | +13.5% | +12.7% |
| YTD | -1.1% | -12.2% | +11.1% | +5.0% |
| 1Y | +28.8% | -1.6% | +30.4% | +26.3% |
| All | -20.4% | +158.6% | -179.0% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling