+574.2%
CME vs SYF
+306.8%
+267.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.3% |
| 30D | +13.2% | +2.5% | +10.7% | +12.5% |
| 3M | +16.3% | -6.3% | +22.5% | +17.6% |
| 6M | +7.1% | -1.5% | +8.6% | +6.8% |
| YTD | +15.8% | -10.5% | +26.3% | +17.1% |
| 1Y | +17.1% | +1.5% | +15.6% | +15.0% |
| 3Y | +63.2% | +163.3% | -100.1% | +20.5% |
| 5Y | +70.2% | +66.8% | +3.5% | +38.1% |
| 10Y | +337.0% | +228.5% | +108.5% | +156.4% |
| All | +574.2% | +306.8% | +267.4% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling