+263.2%
SYF vs CBRE
+378.3%
-115.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +1.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.6% |
| 30D | 0.0% | -4.0% | +4.0% | +2.3% |
| 3M | +11.9% | +8.0% | +3.9% | +4.7% |
| 6M | +18.9% | +4.0% | +14.9% | +13.7% |
| YTD | -4.6% | -11.5% | +6.9% | +0.8% |
| 1Y | +6.4% | -13.0% | +19.4% | +13.4% |
| 3Y | +167.2% | +66.9% | +100.3% | +67.2% |
| 5Y | +92.3% | +45.0% | +47.3% | +32.1% |
| 10Y | +263.2% | +385.0% | -121.9% | +10.2% |
| All | +263.2% | +378.3% | -115.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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