+306.8%
SYF vs CNH
+89.0%
+217.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.4% |
| 30D | +2.5% | -7.2% | +9.7% | +5.8% |
| 3M | -6.3% | +6.5% | -12.8% | -11.2% |
| 6M | -1.5% | +7.9% | -9.3% | -8.3% |
| YTD | -10.5% | +26.6% | -37.1% | -24.7% |
| 1Y | +1.5% | +13.8% | -12.2% | -9.9% |
| 3Y | +163.3% | +9.2% | +154.1% | +131.1% |
| 5Y | +66.8% | -15.6% | +82.3% | +62.6% |
| 10Y | +228.5% | +119.2% | +109.3% | +97.3% |
| All | +306.8% | +89.0% | +217.8% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling