+180.0%
SYF vs CMS
+137.8%
+42.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | -1.7% | +6.6% | -8.3% | -4.5% |
| 3M | -7.8% | +0.8% | -8.6% | -8.2% |
| 6M | +3.4% | -3.3% | +6.7% | +4.5% |
| YTD | -12.2% | +2.7% | -14.9% | -14.1% |
| 1Y | -1.6% | -4.0% | +2.4% | -0.8% |
| 3Y | +157.8% | +37.6% | +120.2% | +113.6% |
| 5Y | +61.9% | +35.4% | +26.4% | +31.6% |
| 10Y | +180.0% | +136.0% | +44.0% | +155.2% |
| All | +180.0% | +137.8% | +42.3% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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