+1,541.1%
CTAS vs SYF
+306.8%
+1,234.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +1.2% | -2.1% | +3.3% | +1.9% |
| 30D | +12.8% | +2.5% | +10.2% | +11.7% |
| 3M | +10.3% | -6.3% | +16.5% | +12.5% |
| 6M | +32.0% | -1.5% | +33.4% | +31.5% |
| YTD | +19.1% | -10.5% | +29.6% | +21.8% |
| 1Y | +21.5% | +1.5% | +20.0% | +18.6% |
| 3Y | +76.0% | +163.3% | -87.2% | +14.3% |
| 5Y | +110.9% | +66.8% | +44.1% | +57.1% |
| 10Y | +849.8% | +228.5% | +621.3% | +369.9% |
| All | +1,541.1% | +306.8% | +1,234.3% | +688.9% |
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 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