+250.1%
SYF vs CGNX
+193.6%
+56.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.7% |
| 7D | -4.9% | +3.2% | -8.1% | -6.0% |
| 30D | -4.3% | +6.0% | -10.3% | -6.6% |
| 3M | +5.5% | +3.5% | +2.0% | +2.9% |
| 6M | +17.5% | +26.3% | -8.8% | +5.6% |
| YTD | -7.8% | +79.2% | -87.0% | -30.4% |
| 1Y | +1.6% | +43.8% | -42.2% | -17.2% |
| 3Y | +154.8% | +52.0% | +102.9% | +93.1% |
| 5Y | +79.5% | -24.0% | +103.5% | +72.3% |
| All | +250.1% | +193.6% | +56.5% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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