+61.0%
SYF vs CNH
-17.7%
+78.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.0% | +3.0% | -5.0% | -3.7% |
| 30D | +1.2% | -0.6% | +1.8% | +0.7% |
| 3M | -9.4% | +14.6% | -24.0% | -17.0% |
| 6M | +4.4% | +11.8% | -7.3% | -4.3% |
| YTD | -11.9% | +30.4% | -42.3% | -26.8% |
| 1Y | -0.4% | +19.1% | -19.5% | -13.2% |
| 3Y | +159.6% | +30.2% | +129.4% | +109.1% |
| All | +61.0% | -17.7% | +78.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling