+308.6%
SYF vs CF
+227.4%
+81.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -3.2% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +2.6% | +2.2% | +0.4% | +1.6% |
| 3M | -6.5% | +2.1% | -8.7% | -8.0% |
| 6M | +0.8% | -6.5% | +7.4% | +0.8% |
| YTD | -10.1% | +55.6% | -65.7% | -27.4% |
| 1Y | +0.8% | +42.3% | -41.5% | -16.0% |
| 3Y | +158.8% | +55.7% | +103.1% | +101.2% |
| 5Y | +67.5% | +122.4% | -54.9% | +3.0% |
| 10Y | +230.0% | +568.5% | -338.6% | +36.9% |
| All | +308.6% | +227.4% | +81.2% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling