+154.8%
SYF vs CGNX
+49.8%
+105.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.4% |
| 7D | -4.9% | +3.2% | -8.1% | -5.7% |
| 30D | -4.3% | +6.0% | -10.3% | -6.0% |
| 3M | +5.5% | +3.5% | +2.0% | +3.6% |
| 6M | +17.5% | +26.3% | -8.8% | +8.4% |
| YTD | -7.8% | +79.2% | -87.0% | -26.5% |
| 1Y | +1.6% | +43.8% | -42.2% | -12.8% |
| 3Y | +154.8% | +52.0% | +102.9% | +90.8% |
| All | +154.8% | +49.8% | +105.0% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling