+164.4%
SYF vs CART
+111.7%
+52.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -3.8% | +1.2% | -5.0% | -4.0% |
| 30D | +2.6% | +27.1% | -24.4% | -1.6% |
| 3M | -6.5% | +27.4% | -34.0% | -10.7% |
| 6M | +0.8% | +32.1% | -31.3% | -4.6% |
| YTD | -10.1% | +28.5% | -38.6% | -14.9% |
| 1Y | +0.8% | +58.8% | -58.0% | -8.7% |
| All | +164.4% | +111.7% | +52.8% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling