+340.9%
SYF vs CBOE
+611.0%
-270.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -3.6% | +6.0% | +3.5% |
| 30D | +0.8% | +5.1% | -4.2% | -1.0% |
| 3M | +13.4% | +4.6% | +8.8% | +10.4% |
| 6M | +16.3% | -0.3% | +16.6% | +13.6% |
| YTD | -3.0% | +19.8% | -22.8% | -12.0% |
| 1Y | +5.7% | +28.4% | -22.6% | -6.9% |
| 3Y | +160.1% | +104.1% | +56.0% | +75.5% |
| 5Y | +88.5% | +150.9% | -62.4% | +11.6% |
| 10Y | +263.1% | +393.5% | -130.4% | +60.3% |
| All | +340.9% | +611.0% | -270.1% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling