+74.5%
CSX vs SYF
+159.7%
-85.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | +7.0% | +2.6% | +4.4% | +6.2% |
| 3M | -0.3% | -6.5% | +6.2% | +1.4% |
| 6M | +13.5% | +0.8% | +12.7% | +12.4% |
| YTD | +41.5% | -10.1% | +51.6% | +44.1% |
| 1Y | +45.8% | +0.8% | +44.9% | +42.9% |
| All | +74.5% | +159.7% | -85.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling