+247.6%
SYF vs CLX
-2.6%
+250.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.4% |
| 7D | -5.5% | -5.9% | +0.3% | -4.9% |
| 30D | -3.9% | -17.0% | +13.2% | -2.0% |
| 3M | +8.9% | -9.6% | +18.5% | +10.0% |
| 6M | +16.2% | -21.5% | +37.7% | +18.6% |
| YTD | -8.4% | -8.8% | +0.4% | -8.0% |
| 1Y | +2.6% | -24.7% | +27.3% | +4.9% |
| 3Y | +156.4% | -35.6% | +192.0% | +164.6% |
| 5Y | +78.2% | -37.6% | +115.8% | +82.2% |
| All | +247.6% | -2.6% | +250.2% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling