-1.6%
SYF vs CAPR
+90.5%
-92.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.0% | +0.4% |
| 7D | -3.6% | +25.8% | -29.4% | -3.6% |
| 30D | -1.7% | +50.2% | -51.9% | -1.7% |
| 3M | -7.8% | +185.5% | -193.3% | -7.8% |
| 6M | +3.4% | -64.8% | +68.2% | +3.4% |
| YTD | -12.2% | -61.1% | +48.9% | -12.2% |
| 1Y | -1.6% | +81.0% | -82.5% | -1.3% |
| All | -1.6% | +90.5% | -92.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling