+206.0%
SYF vs CBRE
+421.6%
-215.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -2.1% |
| 7D | -4.3% | +1.0% | -5.3% | -5.1% |
| 30D | +1.0% | +5.6% | -4.6% | -3.5% |
| 3M | -6.4% | -6.8% | +0.3% | -3.1% |
| 6M | +1.0% | -5.6% | +6.6% | +2.9% |
| YTD | -10.7% | -14.1% | +3.3% | -4.5% |
| 1Y | +1.8% | -9.5% | +11.2% | +4.7% |
| 3Y | +165.8% | +91.8% | +74.1% | +47.8% |
| 5Y | +65.9% | +30.3% | +35.6% | +22.5% |
| 10Y | +206.0% | +406.9% | -200.9% | -10.0% |
| All | +206.0% | +421.6% | -215.6% | -10.0% |
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