+306.8%
SYF vs CMS
+240.6%
+66.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | +2.5% | +6.3% | -3.8% | +0.1% |
| 3M | -6.3% | -2.1% | -4.2% | -5.7% |
| 6M | -1.5% | -5.1% | +3.6% | +0.2% |
| YTD | -10.5% | +1.3% | -11.8% | -11.6% |
| 1Y | +1.5% | -1.4% | +2.9% | +1.1% |
| 3Y | +163.3% | +36.9% | +126.3% | +125.4% |
| 5Y | +66.8% | +32.5% | +34.2% | +42.1% |
| 10Y | +228.5% | +126.8% | +101.7% | +172.2% |
| All | +306.8% | +240.6% | +66.2% | +193.5% |
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