+340.9%
SYF vs CMS
+237.1%
+103.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +0.8% | -3.6% | +4.4% | +2.2% |
| 3M | +13.4% | -1.9% | +15.3% | +14.0% |
| 6M | +16.3% | -11.0% | +27.3% | +21.0% |
| YTD | -3.0% | +0.2% | -3.2% | -3.8% |
| 1Y | +5.7% | -1.3% | +7.0% | +5.3% |
| 3Y | +160.1% | +35.9% | +124.2% | +123.0% |
| 5Y | +88.5% | +23.1% | +65.4% | +65.9% |
| 10Y | +263.1% | +117.9% | +145.2% | +203.0% |
| All | +340.9% | +237.1% | +103.8% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling