+167.2%
SYF vs CHD
+4.0%
+163.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +2.6% | -2.9% | +5.5% | +2.7% |
| 30D | 0.0% | -6.2% | +6.2% | +0.2% |
| 3M | +11.9% | +1.6% | +10.4% | +12.1% |
| 6M | +18.9% | -3.5% | +22.4% | +18.6% |
| YTD | -4.6% | +16.2% | -20.8% | -4.0% |
| 1Y | +6.4% | +3.4% | +3.0% | +6.2% |
| 3Y | +167.2% | +4.6% | +162.6% | +162.3% |
| All | +167.2% | +4.0% | +163.2% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling