+163.3%
SYF vs CF
+57.7%
+105.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -2.1% | -3.2% | +1.0% | -2.1% |
| 30D | +2.5% | +4.3% | -1.8% | +2.4% |
| 3M | -6.3% | +2.8% | -9.1% | -6.3% |
| 6M | -1.5% | +0.6% | -2.1% | -1.5% |
| YTD | -10.5% | +56.6% | -67.1% | -18.8% |
| 1Y | +1.5% | +49.6% | -48.1% | -7.0% |
| 3Y | +163.3% | +61.5% | +101.8% | +124.1% |
| All | +163.3% | +57.7% | +105.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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