+167.1%
SYF vs CNH
+9.6%
+157.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.5% |
| 7D | +2.4% | +23.3% | -20.9% | -6.1% |
| 30D | +0.8% | +33.5% | -32.6% | -10.9% |
| 3M | +13.4% | +32.7% | -19.3% | 0.0% |
| 6M | +16.3% | +22.2% | -5.8% | +5.5% |
| YTD | -3.0% | +57.7% | -60.7% | -22.9% |
| 1Y | +5.7% | +28.0% | -22.3% | -7.1% |
| All | +167.1% | +9.6% | +157.6% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling