+486.6%
COR vs SYF
+196.3%
+290.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.3% |
| 7D | +2.4% | -4.2% | +6.6% | +3.3% |
| 30D | +7.7% | -1.1% | +8.7% | +7.8% |
| 3M | +7.5% | -7.9% | +15.4% | +9.1% |
| 6M | +34.1% | -1.1% | +35.2% | +33.7% |
| YTD | +3.9% | -12.6% | +16.5% | +5.5% |
| 1Y | -3.6% | -2.4% | -1.3% | -4.5% |
| 3Y | +80.5% | +156.6% | -76.1% | +36.4% |
| 5Y | +194.9% | +61.9% | +133.0% | +144.2% |
| 10Y | +486.6% | +186.5% | +300.2% | +276.1% |
| All | +486.6% | +196.3% | +290.3% | +276.1% |
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 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