+191.7%
COP vs SYF
+89.0%
+102.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.8% | +2.6% | -3.5% | -1.5% |
| 30D | +15.6% | 0.0% | +15.5% | +15.4% |
| 3M | +14.3% | +11.9% | +2.4% | +9.9% |
| 6M | +17.0% | +18.9% | -1.9% | +9.6% |
| YTD | +47.4% | -4.6% | +52.0% | +47.3% |
| 1Y | +52.4% | +6.4% | +46.0% | +46.5% |
| 3Y | +20.8% | +167.2% | -146.3% | -15.5% |
| 5Y | +191.7% | +92.3% | +99.3% | +121.5% |
| All | +191.7% | +89.0% | +102.7% | +121.5% |
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 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