+42.2%
CVX vs SYF
+170.1%
-127.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.6% | +2.6% | -3.2% | -1.0% |
| 30D | +13.4% | 0.0% | +13.4% | +13.4% |
| 3M | +11.8% | +11.9% | -0.1% | +9.3% |
| 6M | +12.4% | +18.9% | -6.5% | +8.0% |
| YTD | +41.5% | -4.6% | +46.1% | +42.3% |
| 1Y | +41.6% | +6.4% | +35.2% | +38.2% |
| 3Y | +42.2% | +167.2% | -124.9% | +7.5% |
| All | +42.2% | +170.1% | -127.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling