+298.3%
COP vs SYF
+219.4%
+78.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -8.4% | -4.3% | -4.2% | -6.7% |
| 30D | +0.3% | +1.0% | -0.8% | -0.4% |
| 3M | +15.1% | -6.4% | +21.5% | +17.8% |
| 6M | +19.8% | +1.0% | +18.8% | +16.6% |
| YTD | +46.8% | -10.7% | +57.6% | +48.9% |
| 1Y | +59.7% | +1.8% | +58.0% | +52.1% |
| 3Y | +28.7% | +165.8% | -137.1% | -26.9% |
| 5Y | +110.7% | +65.9% | +44.8% | +43.4% |
| 10Y | +298.3% | +206.0% | +92.3% | +84.9% |
| All | +298.3% | +219.4% | +78.9% | +84.9% |
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 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