+92.3%
SYF vs CAG
-40.6%
+133.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +2.6% | -5.3% | +7.9% | +3.6% |
| 30D | 0.0% | +1.0% | -1.0% | -0.2% |
| 3M | +11.9% | +17.4% | -5.5% | +8.4% |
| 6M | +18.9% | -16.8% | +35.7% | +22.8% |
| YTD | -4.6% | -6.8% | +2.2% | -4.3% |
| 1Y | +6.4% | -15.4% | +21.8% | +9.0% |
| 3Y | +167.2% | -37.1% | +204.3% | +189.9% |
| 5Y | +92.3% | -41.3% | +133.6% | +104.5% |
| All | +92.3% | -40.6% | +133.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling