+204.6%
SYF vs CFG
+248.3%
-43.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -3.0% |
| 7D | -4.7% | +0.3% | -4.9% | -5.0% |
| 30D | +0.6% | +3.2% | -2.6% | -2.0% |
| 3M | -6.8% | -9.7% | +2.9% | +0.6% |
| 6M | +0.5% | +3.6% | -3.1% | -2.4% |
| YTD | -11.1% | +14.7% | -25.8% | -20.6% |
| 1Y | +1.3% | +29.6% | -28.3% | -17.7% |
| 3Y | +164.6% | +190.6% | -25.9% | +16.3% |
| 5Y | +65.2% | +67.1% | -1.9% | +7.8% |
| 10Y | +204.6% | +237.0% | -32.4% | 0.0% |
| All | +204.6% | +248.3% | -43.7% | 0.0% |
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