+427.3%
CSX vs SYF
+221.7%
+205.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | -5.5% | -2.1% | -3.4% | -4.8% |
| 30D | +4.9% | +2.5% | +2.4% | +4.0% |
| 3M | -2.9% | -6.3% | +3.4% | -0.9% |
| 6M | +8.3% | -1.5% | +9.8% | +7.9% |
| YTD | +36.7% | -10.5% | +47.2% | +39.8% |
| 1Y | +41.5% | +1.5% | +40.0% | +38.0% |
| 3Y | +68.6% | +163.3% | -94.6% | +11.3% |
| 5Y | +48.4% | +66.8% | -18.3% | +12.0% |
| All | +427.3% | +221.7% | +205.7% | +165.7% |
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 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