+250.1%
SYF vs CNI
+138.2%
+111.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | -4.3% | -2.7% | -1.6% | -2.3% |
| 3M | +5.5% | +3.9% | +1.6% | +1.8% |
| 6M | +17.5% | +16.4% | +1.2% | +2.6% |
| YTD | -7.8% | +25.8% | -33.6% | -25.1% |
| 1Y | +1.6% | +32.4% | -30.8% | -21.2% |
| 3Y | +154.8% | +19.1% | +135.7% | +111.0% |
| 5Y | +79.5% | +13.6% | +65.9% | +51.2% |
| All | +250.1% | +138.2% | +111.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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