+180.0%
SYF vs CNH
+113.9%
+66.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.6% |
| 7D | -3.6% | +6.7% | -10.2% | -7.4% |
| 30D | -1.7% | +7.2% | -8.9% | -6.3% |
| 3M | -7.8% | +17.5% | -25.3% | -18.1% |
| 6M | +3.4% | +15.0% | -11.6% | -8.4% |
| YTD | -12.2% | +36.8% | -49.0% | -31.1% |
| 1Y | -1.6% | +27.6% | -29.2% | -19.7% |
| 3Y | +157.8% | +34.3% | +123.4% | +95.6% |
| 5Y | +61.9% | -12.2% | +74.1% | +52.2% |
| 10Y | +180.0% | +113.9% | +66.2% | +47.5% |
| All | +180.0% | +113.9% | +66.2% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling