+218.5%
SYF vs CASY
+553.2%
-334.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | +2.5% | +8.7% | -6.2% | -0.9% |
| 3M | -6.3% | -17.3% | +11.0% | 0.0% |
| 6M | -1.5% | -19.7% | +18.3% | +4.0% |
| YTD | -10.5% | +24.8% | -35.3% | -23.8% |
| 1Y | +1.5% | +31.9% | -30.4% | -16.2% |
| 3Y | +163.3% | +155.4% | +7.9% | +49.3% |
| 5Y | +66.8% | +250.6% | -183.8% | -22.7% |
| All | +218.5% | +553.2% | -334.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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