+91.3%
SYF vs CASY
+276.6%
-185.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | -11.3% | +12.2% | +3.5% |
| 3M | +13.4% | -0.6% | +14.0% | +11.5% |
| 6M | +16.3% | +10.7% | +5.6% | +9.7% |
| YTD | -3.0% | +37.1% | -40.1% | -15.3% |
| 1Y | +5.7% | +52.3% | -46.6% | -11.7% |
| 3Y | +160.1% | +215.2% | -55.1% | +57.9% |
| All | +91.3% | +276.6% | -185.3% | +4.2% |
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