+282.1%
CME vs SYF
+259.8%
+22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | +2.6% | -5.5% | -3.4% |
| 30D | +5.5% | 0.0% | +5.5% | +5.4% |
| 3M | +11.0% | +11.9% | -1.0% | +8.0% |
| 6M | -9.7% | +18.9% | -28.6% | -13.4% |
| YTD | +4.9% | -4.6% | +9.5% | +4.8% |
| 1Y | +10.1% | +6.4% | +3.7% | +7.2% |
| 3Y | +53.5% | +167.2% | -113.7% | +13.6% |
| 5Y | +77.2% | +92.3% | -15.2% | +38.7% |
| 10Y | +282.1% | +263.2% | +19.0% | +113.4% |
| All | +282.1% | +259.8% | +22.4% | +113.4% |
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