+340.9%
SYF vs CASY
+1,144.0%
-803.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +0.8% | -11.3% | +12.2% | +5.1% |
| 3M | +13.4% | -0.6% | +14.0% | +10.8% |
| 6M | +16.3% | +10.7% | +5.6% | +7.9% |
| YTD | -3.0% | +37.1% | -40.1% | -18.1% |
| 1Y | +5.7% | +52.3% | -46.6% | -15.3% |
| 3Y | +160.1% | +215.2% | -55.1% | +45.7% |
| 5Y | +88.5% | +276.5% | -188.0% | -4.5% |
| 10Y | +263.1% | +508.4% | -245.3% | +52.9% |
| All | +340.9% | +1,144.0% | -803.1% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling