+297.4%
SYF vs CLX
+75.5%
+221.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -4.2% | +13.6% | -17.8% | -5.6% |
| 30D | -1.1% | +29.1% | -30.1% | -3.9% |
| 3M | -7.9% | +1.6% | -9.5% | -8.2% |
| 6M | -1.1% | +18.7% | -19.8% | -3.1% |
| YTD | -12.6% | +11.1% | -23.7% | -14.1% |
| 1Y | -2.4% | +7.0% | -9.4% | -3.7% |
| 3Y | +156.6% | -10.0% | +166.6% | +157.1% |
| 5Y | +61.9% | -22.6% | +84.5% | +62.4% |
| 10Y | +186.5% | +29.3% | +157.1% | +151.5% |
| All | +297.4% | +75.5% | +221.8% | +244.0% |
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