+247.6%
SYF vs CBOE
+379.3%
-131.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -5.5% | -3.7% | -1.8% | -4.3% |
| 30D | -3.9% | +2.0% | -5.8% | -4.7% |
| 3M | +8.9% | -4.2% | +13.2% | +9.4% |
| 6M | +16.2% | +1.2% | +15.0% | +12.5% |
| YTD | -8.4% | +15.4% | -23.8% | -16.3% |
| 1Y | +2.6% | +23.5% | -20.9% | -9.1% |
| 3Y | +156.4% | +93.2% | +63.2% | +72.4% |
| 5Y | +78.2% | +142.0% | -63.8% | +2.6% |
| All | +247.6% | +379.3% | -131.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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