+48.2%
CSX vs SYF
+65.2%
-17.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | -5.5% | -2.1% | -3.4% | -4.9% |
| 30D | +4.9% | +2.5% | +2.4% | +4.1% |
| 3M | -2.9% | -6.3% | +3.4% | -1.2% |
| 6M | +8.3% | -1.5% | +9.8% | +8.0% |
| YTD | +36.7% | -10.5% | +47.2% | +39.5% |
| 1Y | +41.5% | +1.5% | +40.0% | +38.6% |
| 3Y | +68.6% | +163.3% | -94.6% | +19.7% |
| All | +48.2% | +65.2% | -17.0% | +18.2% |
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