+61.0%
SYF vs CASY
+266.7%
-205.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +3.6% | -5.6% | -2.7% |
| 30D | +1.2% | +9.1% | -7.9% | -0.6% |
| 3M | -9.4% | -16.5% | +7.1% | -6.1% |
| 6M | +4.4% | -19.7% | +24.1% | +8.8% |
| YTD | -11.9% | +29.3% | -41.2% | -22.1% |
| 1Y | -0.4% | +33.1% | -33.5% | -13.1% |
| 3Y | +159.6% | +158.5% | +1.0% | +71.3% |
| All | +61.0% | +266.7% | -205.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling