+407.4%
COR vs SYF
+257.7%
+149.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | +15.9% | +7.4% | +8.5% | +13.8% |
| 6M | -10.3% | +16.2% | -26.5% | -13.5% |
| YTD | -3.7% | -6.1% | +2.4% | -3.5% |
| 1Y | +9.1% | +3.4% | +5.7% | +6.9% |
| 3Y | +86.6% | +162.9% | -76.3% | +39.8% |
| 5Y | +180.9% | +85.6% | +95.3% | +123.8% |
| 10Y | +407.4% | +262.7% | +144.7% | +184.5% |
| All | +407.4% | +257.7% | +149.7% | +184.5% |
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