+204.6%
SYF vs CAPR
-64.9%
+269.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -0.9% |
| 7D | -4.7% | +36.0% | -40.7% | -5.4% |
| 30D | +0.6% | +25.8% | -25.2% | -0.1% |
| 3M | -6.8% | +140.8% | -147.7% | -9.3% |
| 6M | +0.5% | -67.6% | +68.1% | +1.3% |
| YTD | -11.1% | -65.9% | +54.7% | -10.8% |
| 1Y | +1.3% | +66.1% | -64.8% | -8.0% |
| 3Y | +164.6% | +256.9% | -92.2% | +121.4% |
| 5Y | +65.2% | +172.1% | -106.9% | +36.7% |
| 10Y | +204.6% | -64.7% | +269.3% | +132.0% |
| All | +204.6% | -64.9% | +269.5% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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