+262.7%
SYF vs CASY
+468.0%
-205.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | +4.0% |
| 7D | -1.3% | -16.5% | +15.2% | +5.4% |
| 30D | -1.1% | -26.4% | +25.3% | +10.8% |
| 3M | +7.4% | -17.3% | +24.7% | +11.8% |
| 6M | +16.2% | -5.2% | +21.4% | +12.6% |
| YTD | -6.1% | +14.1% | -20.2% | -17.0% |
| 1Y | +3.4% | +16.6% | -13.2% | -10.1% |
| 3Y | +162.9% | +163.7% | -0.9% | +44.5% |
| 5Y | +85.6% | +231.3% | -145.7% | -12.2% |
| 10Y | +262.7% | +462.9% | -200.1% | +39.1% |
| All | +262.7% | +468.0% | -205.3% | +39.1% |
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