+340.9%
SYF vs CHD
+256.9%
+84.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -2.7% | +5.1% | +2.8% |
| 30D | +0.8% | -4.6% | +5.5% | +1.5% |
| 3M | +13.4% | +5.0% | +8.4% | +12.6% |
| 6M | +16.3% | -3.2% | +19.6% | +16.7% |
| YTD | -3.0% | +18.6% | -21.6% | -5.4% |
| 1Y | +5.7% | +4.8% | +0.9% | +4.7% |
| 3Y | +160.1% | +6.1% | +154.0% | +154.5% |
| 5Y | +88.5% | +24.0% | +64.5% | +77.0% |
| 10Y | +263.1% | +124.5% | +138.6% | +190.8% |
| All | +340.9% | +256.9% | +84.0% | +210.8% |
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