+143.3%
COP vs SYF
+306.8%
-163.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -11.5% | -2.1% | -9.4% | -10.8% |
| 30D | +5.0% | +2.5% | +2.4% | +3.6% |
| 3M | +17.5% | -6.3% | +23.8% | +20.1% |
| 6M | +16.2% | -1.5% | +17.7% | +14.5% |
| YTD | +48.8% | -10.5% | +59.3% | +50.7% |
| 1Y | +64.1% | +1.5% | +62.6% | +56.5% |
| 3Y | +25.7% | +163.3% | -137.6% | -27.7% |
| 5Y | +114.4% | +66.8% | +47.6% | +46.0% |
| 10Y | +331.7% | +228.5% | +103.2% | +87.3% |
| All | +143.3% | +306.8% | -163.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling