+300.3%
CME vs SYF
+176.2%
+124.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -3.3% | +5.9% | +3.3% |
| 30D | +13.5% | -2.2% | +15.7% | +13.9% |
| 3M | +20.9% | -9.3% | +30.3% | +23.0% |
| 6M | +11.5% | +2.1% | +9.4% | +10.3% |
| YTD | +19.5% | -12.6% | +32.1% | +21.3% |
| 1Y | +17.2% | -3.4% | +20.7% | +16.4% |
| 3Y | +65.1% | +156.5% | -91.4% | +23.2% |
| 5Y | +73.1% | +59.6% | +13.5% | +42.9% |
| All | +300.3% | +176.2% | +124.1% | +148.9% |
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