+340.9%
SYF vs CAG
+1.9%
+339.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -3.8% | +6.2% | +3.2% |
| 30D | +0.8% | +3.1% | -2.3% | +0.1% |
| 3M | +13.4% | +23.5% | -10.1% | +8.3% |
| 6M | +16.3% | -14.8% | +31.2% | +19.7% |
| YTD | -3.0% | -5.4% | +2.4% | -2.8% |
| 1Y | +5.7% | -11.8% | +17.5% | +7.3% |
| 3Y | +160.1% | -36.7% | +196.8% | +181.5% |
| 5Y | +88.5% | -40.3% | +128.8% | +105.8% |
| 10Y | +263.1% | -37.0% | +300.1% | +281.9% |
| All | +340.9% | +1.9% | +339.0% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling