+167.2%
SYF vs CLX
-34.1%
+201.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.3% |
| 7D | +2.6% | -3.5% | +6.2% | +3.3% |
| 30D | 0.0% | -11.9% | +11.9% | +2.3% |
| 3M | +11.9% | -2.6% | +14.5% | +12.4% |
| 6M | +18.9% | -18.2% | +37.1% | +22.0% |
| YTD | -4.6% | -5.9% | +1.3% | -4.8% |
| 1Y | +6.4% | -23.8% | +30.2% | +10.2% |
| 3Y | +167.2% | -33.6% | +200.7% | +172.8% |
| All | +167.2% | -34.1% | +201.3% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling