+142.1%
SYF vs CART
+38.4%
+103.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.1% | +3.0% | -5.1% | -2.6% |
| 30D | +2.5% | +28.6% | -26.0% | -1.6% |
| 3M | -6.3% | +29.1% | -35.3% | -10.4% |
| 6M | -1.5% | +44.7% | -46.2% | -7.7% |
| YTD | -10.5% | +29.2% | -39.7% | -15.1% |
| 1Y | +1.5% | +66.2% | -64.6% | -8.2% |
| 3Y | +163.3% | +112.8% | +50.5% | +124.4% |
| All | +142.1% | +38.4% | +103.8% | +110.9% |
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