+21.1%
COP vs SYF
+170.8%
-149.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +2.4% | +0.6% | +2.5% |
| 30D | +17.5% | +0.8% | +16.6% | +17.2% |
| 3M | +13.4% | +13.4% | 0.0% | +9.4% |
| 6M | +17.7% | +16.3% | +1.4% | +12.0% |
| YTD | +46.6% | -3.0% | +49.6% | +46.9% |
| 1Y | +44.6% | +5.7% | +38.9% | +40.5% |
| All | +21.1% | +170.8% | -149.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling