+297.1%
SYF vs CHD
+304.6%
-7.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -3.3% | +0.4% | -3.6% | -3.3% |
| 30D | -2.2% | +11.6% | -13.8% | -3.7% |
| 3M | -9.3% | +10.7% | -20.0% | -10.7% |
| 6M | +2.1% | +20.2% | -18.2% | -0.6% |
| YTD | -12.6% | +34.5% | -47.1% | -16.3% |
| 1Y | -3.4% | +32.6% | -36.0% | -7.4% |
| 3Y | +156.5% | +29.1% | +127.4% | +143.8% |
| 5Y | +59.6% | +31.5% | +28.0% | +48.8% |
| 10Y | +178.6% | +190.9% | -12.3% | +109.4% |
| All | +297.1% | +304.6% | -7.5% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling