+340.9%
SYF vs CLX
+51.1%
+289.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.4% | -9.2% | +11.6% | +3.5% |
| 30D | +0.8% | -11.0% | +11.9% | +2.1% |
| 3M | +13.4% | +5.0% | +8.4% | +12.8% |
| 6M | +16.3% | -18.8% | +35.2% | +18.4% |
| YTD | -3.0% | -4.4% | +1.4% | -3.0% |
| 1Y | +5.7% | -21.9% | +27.6% | +7.8% |
| 3Y | +160.1% | -32.8% | +192.9% | +168.0% |
| 5Y | +88.5% | -34.6% | +123.1% | +92.6% |
| 10Y | +263.1% | -4.7% | +267.8% | +232.8% |
| All | +340.9% | +51.1% | +289.8% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling