+216.7%
CTVA vs SYF
+159.0%
+57.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.5% | -4.9% | +0.4% | -2.8% |
| 30D | +11.3% | -4.3% | +15.6% | +12.9% |
| 3M | +12.3% | +5.5% | +6.8% | +9.6% |
| 6M | +7.2% | +17.5% | -10.3% | 0.0% |
| YTD | +26.0% | -7.8% | +33.8% | +27.6% |
| 1Y | +16.0% | +1.6% | +14.4% | +13.0% |
| 3Y | +73.9% | +154.8% | -80.9% | +13.6% |
| 5Y | +103.8% | +79.5% | +24.3% | +46.9% |
| All | +216.7% | +159.0% | +57.7% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling