+178.8%
SYF vs CFG
+221.6%
-42.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.9% |
| 30D | -1.1% | +2.8% | -3.8% | -3.3% |
| 3M | -7.9% | -10.1% | +2.2% | -0.2% |
| 6M | -1.1% | +3.2% | -4.3% | -3.7% |
| YTD | -12.6% | +14.2% | -26.8% | -21.6% |
| 1Y | -2.4% | +27.4% | -29.8% | -19.6% |
| 3Y | +156.6% | +187.6% | -31.0% | +13.8% |
| 5Y | +61.9% | +65.7% | -3.8% | +6.3% |
| All | +178.8% | +221.6% | -42.9% | -3.0% |
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