+91.3%
SYF vs CF
+227.0%
-135.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | +2.4% | +6.0% | -3.6% | +1.7% |
| 30D | +0.8% | +14.8% | -14.0% | -0.9% |
| 3M | +13.4% | +14.1% | -0.7% | +11.2% |
| 6M | +16.3% | +28.5% | -12.2% | +9.8% |
| YTD | -3.0% | +74.9% | -78.0% | -14.3% |
| 1Y | +5.7% | +61.7% | -56.0% | -5.2% |
| 3Y | +160.1% | +80.3% | +79.8% | +123.0% |
| All | +91.3% | +227.0% | -135.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling