+299.5%
CME vs SYF
+219.4%
+80.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.6% | -4.3% | +3.7% | +0.3% |
| 30D | +8.5% | +1.0% | +7.5% | +8.3% |
| 3M | +16.0% | -6.4% | +22.4% | +17.4% |
| 6M | +9.3% | +1.0% | +8.3% | +8.4% |
| YTD | +15.3% | -10.7% | +26.0% | +16.6% |
| 1Y | +14.4% | +1.8% | +12.7% | +12.4% |
| 3Y | +59.9% | +165.8% | -105.9% | +18.2% |
| 5Y | +69.4% | +65.9% | +3.5% | +38.4% |
| 10Y | +299.5% | +206.0% | +93.5% | +137.1% |
| All | +299.5% | +219.4% | +80.1% | +137.1% |
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