+67.5%
SYF vs CF
+125.5%
-58.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -1.9% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +2.6% | +2.2% | +0.4% | +2.3% |
| 3M | -6.5% | +2.1% | -8.7% | -7.0% |
| 6M | +0.8% | -6.5% | +7.4% | +1.0% |
| YTD | -10.1% | +55.6% | -65.7% | -19.1% |
| 1Y | +0.8% | +42.3% | -41.5% | -7.7% |
| 3Y | +158.8% | +55.7% | +103.1% | +127.9% |
| 5Y | +67.5% | +122.4% | -54.9% | +31.4% |
| All | +67.5% | +125.5% | -58.0% | +31.4% |
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