+221.9%
CVX vs SYF
+257.7%
-35.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | +10.7% | -1.1% | +11.7% | +10.9% |
| 3M | +15.5% | +7.4% | +8.1% | +11.2% |
| 6M | +14.9% | +16.2% | -1.3% | +6.4% |
| YTD | +44.2% | -6.1% | +50.3% | +43.9% |
| 1Y | +43.5% | +3.4% | +40.1% | +37.1% |
| 3Y | +45.0% | +162.9% | -117.9% | -11.2% |
| 5Y | +172.2% | +85.6% | +86.6% | +84.1% |
| 10Y | +221.9% | +262.7% | -40.8% | +42.8% |
| All | +221.9% | +257.7% | -35.8% | +42.8% |
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