+218.5%
SYF vs CMS
+125.4%
+93.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | +2.5% | +6.3% | -3.8% | -0.2% |
| 3M | -6.3% | -2.1% | -4.2% | -5.6% |
| 6M | -1.5% | -5.1% | +3.6% | +0.4% |
| YTD | -10.5% | +1.3% | -11.8% | -11.8% |
| 1Y | +1.5% | -1.4% | +2.9% | +1.0% |
| 3Y | +163.3% | +36.9% | +126.3% | +119.4% |
| 5Y | +66.8% | +32.5% | +34.2% | +37.6% |
| All | +218.5% | +125.4% | +93.0% | +197.0% |
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