+263.2%
SYF vs CDW
+263.0%
+0.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +1.5% |
| 7D | +2.6% | -3.9% | +6.5% | +5.0% |
| 30D | 0.0% | +6.9% | -6.9% | -4.6% |
| 3M | +11.9% | +7.7% | +4.2% | +4.2% |
| 6M | +18.9% | +18.3% | +0.6% | -1.1% |
| YTD | -4.6% | +7.8% | -12.3% | -15.9% |
| 1Y | +6.4% | -12.2% | +18.5% | +7.3% |
| 3Y | +167.2% | -28.9% | +196.1% | +204.2% |
| 5Y | +92.3% | -22.8% | +115.1% | +99.4% |
| 10Y | +263.2% | +266.1% | -2.9% | +51.0% |
| All | +263.2% | +263.0% | +0.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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