+45.4%
COF vs SYF
+78.7%
-33.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | +0.3% |
| 7D | -6.1% | -5.5% | -0.5% | -1.6% |
| 30D | -5.2% | -3.9% | -1.3% | -2.1% |
| 3M | +17.0% | +8.9% | +8.1% | +8.4% |
| 6M | +12.9% | +16.2% | -3.3% | -0.9% |
| YTD | -13.5% | -8.4% | -5.1% | -7.6% |
| 1Y | -5.9% | +2.6% | -8.5% | -8.5% |
| 3Y | +117.1% | +156.4% | -39.2% | -5.1% |
| 5Y | +45.4% | +78.2% | -32.8% | -14.9% |
| All | +45.4% | +78.7% | -33.3% | -14.9% |
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 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