+873.4%
COST vs SYF
+340.9%
+532.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.1% | +2.4% | -5.5% | -3.5% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | -5.7% | +13.4% | -19.1% | -7.7% |
| 6M | -8.8% | +16.3% | -25.1% | -11.2% |
| YTD | +6.7% | -3.0% | +9.7% | +6.4% |
| 1Y | -3.6% | +5.7% | -9.4% | -5.3% |
| 3Y | +75.1% | +160.1% | -85.0% | +45.7% |
| 5Y | +108.9% | +88.5% | +20.4% | +79.3% |
| 10Y | +586.2% | +263.1% | +323.1% | +406.3% |
| All | +873.4% | +340.9% | +532.5% | +597.1% |
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 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