+159.4%
SYF vs CBOE
+96.4%
+63.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | -1.3% | -0.8% | -0.6% | -1.5% |
| 30D | -1.1% | +2.7% | -3.8% | -0.3% |
| 3M | +7.4% | +0.7% | +6.7% | +8.4% |
| 6M | +16.2% | -2.0% | +18.2% | +17.4% |
| YTD | -6.1% | +17.1% | -23.3% | +0.6% |
| 1Y | +3.4% | +26.5% | -23.1% | +14.0% |
| All | +159.4% | +96.4% | +63.0% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling