+107.7%
COST vs SYF
+77.7%
+30.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | -4.7% | -4.3% | -0.4% | -4.1% |
| 3M | -7.1% | +5.5% | -12.6% | -8.1% |
| 6M | -8.5% | +17.5% | -26.0% | -11.3% |
| YTD | +5.4% | -7.8% | +13.2% | +6.1% |
| 1Y | -5.6% | +1.6% | -7.3% | -6.8% |
| 3Y | +68.5% | +154.8% | -86.3% | +33.5% |
| All | +107.7% | +77.7% | +30.0% | +69.2% |
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