+499.1%
CSX vs SYF
+340.9%
+158.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.4% | +2.4% | -5.8% | -4.2% |
| 30D | -3.1% | +0.8% | -3.9% | -3.5% |
| 3M | +7.2% | +13.4% | -6.2% | +1.8% |
| 6M | +16.2% | +16.3% | -0.2% | +9.0% |
| YTD | +37.5% | -3.0% | +40.6% | +36.9% |
| 1Y | +53.2% | +5.7% | +47.5% | +47.3% |
| 3Y | +68.2% | +160.1% | -91.9% | +11.6% |
| 5Y | +65.2% | +88.5% | -23.3% | +18.8% |
| 10Y | +504.1% | +263.1% | +241.1% | +196.2% |
| All | +499.1% | +340.9% | +158.2% | +170.1% |
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