+262.7%
SYF vs CHD
+123.8%
+138.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -1.3% | -4.2% | +2.8% | -0.8% |
| 30D | -1.1% | -7.6% | +6.5% | -0.2% |
| 3M | +7.4% | -1.6% | +9.0% | +7.6% |
| 6M | +16.2% | -6.3% | +22.5% | +16.9% |
| YTD | -6.1% | +14.6% | -20.7% | -7.6% |
| 1Y | +3.4% | +1.6% | +1.8% | +3.0% |
| 3Y | +162.9% | +3.1% | +159.7% | +159.1% |
| 5Y | +85.6% | +21.1% | +64.5% | +76.5% |
| 10Y | +262.7% | +128.6% | +134.1% | +217.5% |
| All | +262.7% | +123.8% | +138.9% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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