+516.3%
CSX vs SYF
+308.6%
+207.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -2.7% | -3.8% | +1.1% | -1.4% |
| 30D | +7.0% | +2.6% | +4.4% | +6.0% |
| 3M | -0.3% | -6.5% | +6.2% | +1.9% |
| 6M | +13.5% | +0.8% | +12.7% | +12.1% |
| YTD | +41.5% | -10.1% | +51.6% | +44.5% |
| 1Y | +45.8% | +0.8% | +44.9% | +42.5% |
| 3Y | +74.4% | +158.8% | -84.5% | +15.8% |
| 5Y | +53.6% | +67.5% | -13.9% | +15.7% |
| 10Y | +465.6% | +230.0% | +235.7% | +187.0% |
| All | +516.3% | +308.6% | +207.7% | +185.0% |
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 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