+91.3%
SYF vs CMS
+23.4%
+67.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +0.8% | -3.6% | +4.4% | +1.6% |
| 3M | +13.4% | -1.9% | +15.3% | +13.7% |
| 6M | +16.3% | -11.0% | +27.3% | +19.0% |
| YTD | -3.0% | +0.2% | -3.2% | -3.6% |
| 1Y | +5.7% | -1.3% | +7.0% | +5.3% |
| 3Y | +160.1% | +35.9% | +124.2% | +133.5% |
| All | +91.3% | +23.4% | +67.9% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling