+136.4%
SYF vs CART
+39.2%
+97.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.3% | +1.2% | -4.4% | -3.4% |
| 30D | -2.2% | +17.8% | -20.0% | -4.8% |
| 3M | -9.3% | +20.7% | -30.1% | -12.3% |
| 6M | +2.1% | +49.7% | -47.7% | -4.9% |
| YTD | -12.6% | +30.0% | -42.7% | -17.2% |
| 1Y | -3.4% | +48.4% | -51.8% | -10.8% |
| 3Y | +156.5% | +132.0% | +24.5% | +117.7% |
| All | +136.4% | +39.2% | +97.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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