+180.0%
SYF vs CAPR
-59.1%
+239.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.0% | -0.2% |
| 7D | -3.6% | +25.8% | -29.4% | -4.2% |
| 30D | -1.7% | +50.2% | -51.9% | -2.8% |
| 3M | -7.8% | +185.5% | -193.3% | -10.6% |
| 6M | +3.4% | -64.8% | +68.2% | +3.9% |
| YTD | -12.2% | -61.1% | +48.9% | -12.2% |
| 1Y | -1.6% | +81.0% | -82.5% | -10.7% |
| 3Y | +157.8% | +300.7% | -142.9% | +114.9% |
| 5Y | +61.9% | +223.3% | -161.5% | +33.2% |
| 10Y | +180.0% | -58.8% | +238.8% | +111.3% |
| All | +180.0% | -59.1% | +239.1% | +111.3% |
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