+170.6%
SYF vs CBOE
+524.9%
-354.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.3% |
| 7D | -2.0% | +6.3% | -8.3% | -3.9% |
| 30D | +1.2% | +24.9% | -23.7% | -5.9% |
| 3M | -9.4% | +28.5% | -37.8% | -16.9% |
| 6M | +4.4% | +2.9% | +1.5% | +2.4% |
| YTD | -11.9% | +50.7% | -62.6% | -26.3% |
| 1Y | -0.4% | +45.5% | -45.9% | -15.6% |
| 3Y | +159.6% | +116.3% | +43.2% | +74.4% |
| 5Y | +60.9% | +204.3% | -143.4% | -13.1% |
| All | +170.6% | +524.9% | -354.3% | +2.3% |
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