+263.2%
SYF vs CG
+345.5%
-82.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +3.4% |
| 30D | 0.0% | -3.2% | +3.2% | +1.7% |
| 3M | +11.9% | +6.2% | +5.7% | +6.9% |
| 6M | +18.9% | -4.7% | +23.6% | +20.7% |
| YTD | -4.6% | -20.6% | +16.0% | +7.8% |
| 1Y | +6.4% | -26.4% | +32.7% | +25.0% |
| 3Y | +167.2% | +55.4% | +111.8% | +90.5% |
| 5Y | +92.3% | +9.8% | +82.5% | +59.5% |
| 10Y | +263.2% | +341.4% | -78.2% | +51.8% |
| All | +263.2% | +345.5% | -82.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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