+412.6%
CSX vs SYF
+218.0%
+194.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -2.2% | -4.7% | +2.5% | -0.5% |
| 30D | +6.8% | +0.6% | +6.2% | +6.5% |
| 3M | +0.7% | -6.8% | +7.5% | +3.0% |
| 6M | +13.3% | +0.5% | +12.7% | +11.9% |
| YTD | +40.5% | -11.1% | +51.7% | +44.1% |
| 1Y | +44.7% | +1.3% | +43.4% | +41.2% |
| 3Y | +74.5% | +164.6% | -90.1% | +15.1% |
| 5Y | +52.0% | +65.2% | -13.2% | +15.2% |
| 10Y | +412.6% | +204.6% | +208.1% | +169.9% |
| All | +412.6% | +218.0% | +194.7% | +169.9% |
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