+65.2%
SYF vs CAG
-38.8%
+104.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.7% | +4.6% | -9.3% | -5.4% |
| 30D | +0.6% | +14.7% | -14.1% | -1.9% |
| 3M | -6.8% | +2.4% | -9.2% | -7.5% |
| 6M | +0.5% | +10.7% | -10.2% | -1.7% |
| YTD | -11.1% | -5.5% | -5.6% | -11.3% |
| 1Y | +1.3% | -4.6% | +5.9% | +0.9% |
| 3Y | +164.6% | -34.4% | +199.1% | +182.3% |
| 5Y | +65.2% | -39.2% | +104.3% | +72.7% |
| All | +65.2% | -38.8% | +104.0% | +72.7% |
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