+66.5%
SYF vs CG
-22.2%
+88.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | +2.5% | +5.0% | -2.5% | -0.7% |
| 3M | -6.3% | -18.2% | +11.9% | +4.3% |
| 6M | -1.5% | -20.7% | +19.3% | +11.0% |
| YTD | -10.5% | -31.4% | +20.9% | +8.7% |
| 1Y | +1.5% | -22.3% | +23.8% | +14.3% |
| 3Y | +163.3% | +50.2% | +113.1% | +99.4% |
| All | +66.5% | -22.2% | +88.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling