+299.1%
SYF vs CLX
+76.0%
+223.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.6% | +7.8% | -11.3% | -4.4% |
| 30D | -1.7% | +28.5% | -30.3% | -4.5% |
| 3M | -7.8% | +1.3% | -9.1% | -8.1% |
| 6M | +3.4% | +23.4% | -20.0% | +0.9% |
| YTD | -12.2% | +11.4% | -23.6% | -13.7% |
| 1Y | -1.6% | +6.9% | -8.5% | -2.9% |
| 3Y | +157.8% | -9.8% | +167.6% | +158.2% |
| 5Y | +61.9% | -22.7% | +84.6% | +62.4% |
| 10Y | +180.0% | +28.7% | +151.3% | +146.1% |
| All | +299.1% | +76.0% | +223.2% | +245.5% |
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