+35.7%
COF vs SYF
+60.4%
-24.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.1% |
| 7D | -3.4% | -2.0% | -1.3% | -1.7% |
| 30D | +0.4% | +1.2% | -0.8% | -0.7% |
| 3M | -12.5% | -9.4% | -3.2% | -5.4% |
| 6M | +8.3% | +4.4% | +3.9% | +3.8% |
| YTD | -18.6% | -11.9% | -6.6% | -10.3% |
| 1Y | -8.6% | -0.4% | -8.2% | -9.0% |
| 3Y | +94.7% | +159.6% | -64.9% | -15.5% |
| All | +35.7% | +60.4% | -24.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling