+170.6%
SYF vs CFG
+216.2%
-45.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | -2.0% | +3.2% | -5.2% | -4.5% |
| 30D | +1.2% | +5.1% | -3.9% | -2.8% |
| 3M | -9.4% | -11.2% | +1.9% | -0.9% |
| 6M | +4.4% | +9.6% | -5.1% | -3.0% |
| YTD | -11.9% | +15.0% | -26.9% | -21.4% |
| 1Y | -0.4% | +29.9% | -30.3% | -19.2% |
| 3Y | +159.6% | +192.1% | -32.5% | +13.7% |
| 5Y | +60.9% | +62.3% | -1.4% | +7.4% |
| All | +170.6% | +216.2% | -45.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling