+336.7%
COP vs SYF
+178.4%
+158.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +5.3% |
| 30D | 0.0% | +1.2% | -1.2% | -0.8% |
| 3M | +15.0% | -9.4% | +24.4% | +19.3% |
| 6M | +22.0% | +4.4% | +17.6% | +17.1% |
| YTD | +55.3% | -11.9% | +67.3% | +58.5% |
| 1Y | +64.1% | -0.4% | +64.5% | +57.8% |
| 3Y | +34.1% | +159.6% | -125.5% | -23.3% |
| 5Y | +133.4% | +60.9% | +72.5% | +61.0% |
| All | +336.7% | +178.4% | +158.3% | +102.5% |
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 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