+297.3%
SYF vs CG
+131.9%
+165.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.3% |
| 7D | -4.2% | +2.0% | -6.2% | -5.7% |
| 30D | -1.1% | +8.5% | -9.6% | -6.2% |
| 3M | -7.9% | -12.1% | +4.3% | -1.8% |
| 6M | -1.1% | -16.4% | +15.3% | +7.9% |
| YTD | -12.6% | -28.0% | +15.4% | +2.8% |
| 1Y | -2.4% | -18.9% | +16.5% | +7.1% |
| 3Y | +156.6% | +51.2% | +105.4% | +92.1% |
| 5Y | +61.9% | -15.9% | +77.8% | +60.0% |
| 10Y | +186.5% | +305.9% | -119.5% | +37.4% |
| All | +297.3% | +131.9% | +165.4% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling