+256.4%
SYF vs CLX
-1.6%
+258.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | -1.1% | -15.8% | +14.7% | +0.7% |
| 3M | +7.4% | -7.9% | +15.3% | +8.3% |
| 6M | +16.2% | -19.0% | +35.3% | +18.2% |
| YTD | -6.1% | -7.9% | +1.8% | -5.7% |
| 1Y | +3.4% | -25.4% | +28.7% | +5.8% |
| 3Y | +162.9% | -35.0% | +197.9% | +171.1% |
| 5Y | +85.6% | -36.8% | +122.3% | +89.6% |
| All | +256.4% | -1.6% | +258.0% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling