+247.6%
SYF vs CAG
-35.7%
+283.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.9% |
| 7D | -5.5% | -5.9% | +0.4% | -4.4% |
| 30D | -3.9% | -1.5% | -2.3% | -3.6% |
| 3M | +8.9% | +11.5% | -2.5% | +6.4% |
| 6M | +16.2% | -15.7% | +31.9% | +19.7% |
| YTD | -8.4% | -10.2% | +1.8% | -7.3% |
| 1Y | +2.6% | -18.1% | +20.7% | +5.7% |
| 3Y | +156.4% | -39.4% | +195.8% | +179.0% |
| 5Y | +78.2% | -42.6% | +120.8% | +95.4% |
| All | +247.6% | -35.7% | +283.3% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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