+340.9%
SYF vs CAPR
-77.6%
+418.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.4% | -2.0% | +4.4% | +2.4% |
| 30D | +0.8% | +139.2% | -138.3% | -1.5% |
| 3M | +13.4% | -66.4% | +79.8% | +14.3% |
| 6M | +16.3% | -63.1% | +79.5% | +16.9% |
| YTD | -3.0% | -67.4% | +64.4% | -2.4% |
| 1Y | +5.7% | +58.2% | -52.5% | -3.7% |
| 3Y | +160.1% | +42.2% | +117.9% | +126.6% |
| 5Y | +88.5% | +87.3% | +1.3% | +59.4% |
| 10Y | +263.1% | -75.3% | +338.3% | +176.9% |
| All | +340.9% | -77.6% | +418.5% | +234.3% |
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 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