+306.8%
SYF vs CAPR
-78.6%
+385.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.6% |
| 7D | -2.1% | +41.1% | -43.2% | -2.9% |
| 30D | +2.5% | +11.1% | -8.6% | +2.2% |
| 3M | -6.3% | +115.3% | -121.6% | -8.4% |
| 6M | -1.5% | -73.8% | +72.4% | -0.3% |
| YTD | -10.5% | -68.8% | +58.3% | -10.0% |
| 1Y | +1.5% | +43.3% | -41.8% | -7.2% |
| 3Y | +163.3% | +214.7% | -51.4% | +122.7% |
| 5Y | +66.8% | +141.3% | -74.5% | +39.6% |
| 10Y | +228.5% | -67.0% | +295.5% | +149.2% |
| All | +306.8% | -78.6% | +385.4% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling