+113.0%
COP vs SYF
+65.2%
+47.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -11.5% | -2.1% | -9.4% | -11.1% |
| 30D | +5.0% | +2.5% | +2.4% | +4.2% |
| 3M | +17.5% | -6.3% | +23.8% | +19.0% |
| 6M | +16.2% | -1.5% | +17.7% | +15.3% |
| YTD | +48.8% | -10.5% | +59.3% | +50.8% |
| 1Y | +64.1% | +1.5% | +62.6% | +59.6% |
| 3Y | +25.7% | +163.3% | -137.6% | -10.9% |
| All | +113.0% | +65.2% | +47.8% | +75.1% |
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