+186.5%
SYF vs CG
+308.6%
-122.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.2% |
| 7D | -4.2% | +2.0% | -6.2% | -5.8% |
| 30D | -1.1% | +8.5% | -9.6% | -6.6% |
| 3M | -7.9% | -12.1% | +4.3% | -1.4% |
| 6M | -1.1% | -16.4% | +15.3% | +8.6% |
| YTD | -12.6% | -28.0% | +15.4% | +4.0% |
| 1Y | -2.4% | -18.9% | +16.5% | +7.6% |
| 3Y | +156.6% | +51.2% | +105.4% | +84.6% |
| 5Y | +61.9% | -15.9% | +77.8% | +59.3% |
| 10Y | +186.5% | +305.9% | -119.5% | +28.8% |
| All | +186.5% | +308.6% | -122.1% | +28.8% |
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