+170.6%
SYF vs CMS
+140.2%
+30.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -2.0% | +1.7% | -3.8% | -2.8% |
| 30D | +1.2% | +6.2% | -5.0% | -1.5% |
| 3M | -9.4% | +0.6% | -10.0% | -9.7% |
| 6M | +4.4% | -1.8% | +6.2% | +4.8% |
| YTD | -11.9% | +3.8% | -15.8% | -14.2% |
| 1Y | -0.4% | -1.8% | +1.4% | -0.6% |
| 3Y | +159.6% | +39.8% | +119.7% | +113.4% |
| 5Y | +60.9% | +37.1% | +23.8% | +30.0% |
| All | +170.6% | +140.2% | +30.4% | +143.8% |
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