+131.2%
CTVA vs SYF
+145.4%
-14.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.1% |
| 7D | -23.7% | -3.3% | -20.4% | -22.8% |
| 30D | -31.2% | -2.2% | -29.0% | -30.8% |
| 3M | -18.7% | -9.3% | -9.4% | -16.2% |
| 6M | -25.5% | +2.1% | -27.6% | -26.8% |
| YTD | -8.0% | -12.6% | +4.6% | -5.3% |
| 1Y | -7.0% | -3.4% | -3.5% | -7.9% |
| 3Y | +45.2% | +156.5% | -111.3% | -5.7% |
| 5Y | +32.3% | +59.6% | -27.3% | -0.1% |
| All | +131.2% | +145.4% | -14.1% | +47.2% |
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