+340.9%
SYF vs CNH
+135.4%
+205.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.9% |
| 7D | +2.4% | +23.3% | -20.9% | -8.2% |
| 30D | +0.8% | +33.5% | -32.6% | -13.7% |
| 3M | +13.4% | +32.7% | -19.3% | -3.2% |
| 6M | +16.3% | +22.2% | -5.8% | +2.1% |
| YTD | -3.0% | +57.7% | -60.7% | -26.0% |
| 1Y | +5.7% | +28.0% | -22.3% | -10.4% |
| 3Y | +160.1% | +11.5% | +148.6% | +129.7% |
| 5Y | +88.5% | +11.9% | +76.7% | +61.0% |
| 10Y | +263.1% | +162.8% | +100.3% | +99.1% |
| All | +340.9% | +135.4% | +205.5% | +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 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