+5.7%
SYF vs CNH
+29.2%
-23.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.9% |
| 7D | +2.4% | +23.3% | -20.9% | -3.1% |
| 30D | +0.8% | +33.5% | -32.6% | -6.7% |
| 3M | +13.4% | +32.7% | -19.3% | +4.6% |
| 6M | +16.3% | +22.2% | -5.8% | +9.8% |
| YTD | -3.0% | +57.7% | -60.7% | -18.0% |
| 1Y | +5.7% | +28.0% | -22.3% | -4.8% |
| All | +5.7% | +29.2% | -23.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling