-1.2%
SYF vs CG
-26.6%
+25.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.4% |
| 7D | -3.3% | -1.5% | -1.8% | -2.8% |
| 30D | -2.2% | +5.7% | -7.9% | -5.3% |
| 3M | -9.3% | -17.9% | +8.5% | -1.4% |
| 6M | +2.1% | -20.2% | +22.3% | +12.4% |
| YTD | -12.6% | -32.0% | +19.4% | +3.8% |
| All | -1.2% | -26.6% | +25.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling