+186.5%
SYF vs CAG
-38.9%
+225.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -4.2% | +6.6% | -10.8% | -5.5% |
| 30D | -1.1% | +13.9% | -15.0% | -3.8% |
| 3M | -7.9% | +4.0% | -11.9% | -8.9% |
| 6M | -1.1% | +10.0% | -11.1% | -3.6% |
| YTD | -12.6% | -6.1% | -6.5% | -12.5% |
| 1Y | -2.4% | -4.3% | +1.9% | -2.7% |
| 3Y | +156.6% | -34.6% | +191.2% | +175.3% |
| 5Y | +61.9% | -39.4% | +101.3% | +75.9% |
| 10Y | +186.5% | -34.2% | +220.6% | +223.4% |
| All | +186.5% | -38.9% | +225.3% | +223.4% |
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