+234.7%
COF vs SYF
+333.7%
-99.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.3% |
| 7D | +1.2% | +2.6% | -1.4% | -0.8% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +19.0% | +11.9% | +7.1% | +8.3% |
| 6M | +14.9% | +18.9% | -4.0% | -0.4% |
| YTD | -10.7% | -4.6% | -6.1% | -7.7% |
| 1Y | -1.3% | +6.4% | -7.7% | -6.5% |
| 3Y | +124.3% | +167.2% | -42.9% | 0.0% |
| 5Y | +51.1% | +92.3% | -41.2% | -13.5% |
| 10Y | +252.4% | +263.2% | -10.8% | +17.0% |
| All | +234.7% | +333.7% | -99.0% | +9.3% |
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