-3.4%
SYF vs CART
+47.6%
-51.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.7% |
| 3M | -9.3% | +20.7% | -30.1% | -11.1% |
| 6M | +2.1% | +49.7% | -47.7% | -1.6% |
| YTD | -12.6% | +30.0% | -42.7% | -16.5% |
| 1Y | -3.4% | +48.4% | -51.8% | -6.5% |
| All | -3.4% | +47.6% | -51.0% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling