+174.7%
SYF vs CG
+60.2%
+114.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | +2.4% | -4.3% | +6.7% | +5.1% |
| 30D | +0.8% | -5.1% | +5.9% | +3.7% |
| 3M | +13.4% | +8.7% | +4.7% | +6.9% |
| 6M | +16.3% | -9.2% | +25.6% | +21.8% |
| YTD | -3.0% | -18.9% | +15.9% | +8.1% |
| 1Y | +5.7% | -25.6% | +31.4% | +23.7% |
| All | +174.7% | +60.2% | +114.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling