+340.9%
SYF vs CF
+268.2%
+72.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.1% |
| 7D | +2.4% | +6.0% | -3.6% | +0.4% |
| 30D | +0.8% | +14.8% | -14.0% | -3.9% |
| 3M | +13.4% | +14.1% | -0.7% | +7.5% |
| 6M | +16.3% | +28.5% | -12.2% | +2.4% |
| YTD | -3.0% | +74.9% | -78.0% | -24.1% |
| 1Y | +5.7% | +61.7% | -56.0% | -15.3% |
| 3Y | +160.1% | +80.3% | +79.8% | +93.0% |
| 5Y | +88.5% | +226.0% | -137.5% | -0.6% |
| 10Y | +263.1% | +569.9% | -306.8% | +48.5% |
| All | +340.9% | +268.2% | +72.7% | +95.9% |
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