+170.6%
SYF vs CHD
+196.1%
-25.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -2.0% | +3.6% | -5.7% | -2.4% |
| 30D | +1.2% | +10.4% | -9.2% | 0.0% |
| 3M | -9.4% | +12.2% | -21.5% | -10.6% |
| 6M | +4.4% | +19.9% | -15.5% | +2.2% |
| YTD | -11.9% | +36.4% | -48.3% | -15.1% |
| 1Y | -0.4% | +35.1% | -35.5% | -4.0% |
| 3Y | +159.6% | +29.2% | +130.4% | +148.7% |
| 5Y | +60.9% | +33.4% | +27.5% | +51.0% |
| All | +170.6% | +196.1% | -25.5% | +131.6% |
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