+306.9%
SYF vs CFG
+396.4%
-89.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +1.5% | +0.9% | +1.2% |
| 30D | +0.8% | -3.8% | +4.7% | +3.8% |
| 3M | +13.4% | +11.5% | +1.9% | +4.6% |
| 6M | +16.3% | +19.2% | -2.8% | +2.0% |
| YTD | -3.0% | +23.7% | -26.7% | -17.5% |
| 1Y | +5.7% | +38.8% | -33.1% | -17.6% |
| 3Y | +160.1% | +178.9% | -18.8% | +21.6% |
| 5Y | +88.5% | +101.8% | -13.3% | +9.5% |
| 10Y | +263.1% | +317.3% | -54.2% | +25.2% |
| All | +306.9% | +396.4% | -89.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling