+204.6%
SYF vs CNH
+134.0%
+70.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.6% | -6.6% |
| 7D | -4.7% | +8.6% | -13.2% | -9.3% |
| 30D | +0.6% | +12.6% | -12.0% | -6.5% |
| 3M | -6.8% | +17.5% | -24.3% | -17.2% |
| 6M | +0.5% | +18.1% | -17.6% | -12.2% |
| YTD | -11.1% | +40.4% | -51.5% | -31.2% |
| 1Y | +1.3% | +34.0% | -32.7% | -19.6% |
| 3Y | +164.6% | +35.3% | +129.3% | +100.4% |
| 5Y | +65.2% | -5.1% | +70.3% | +48.0% |
| 10Y | +204.6% | +124.0% | +80.6% | +55.9% |
| All | +204.6% | +134.0% | +70.6% | +55.9% |
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