+153.0%
SYF vs CNI
+18.7%
+134.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -5.5% | -1.1% | -4.4% | -4.9% |
| 30D | -3.9% | -3.5% | -0.3% | -2.0% |
| 3M | +8.9% | +2.2% | +6.7% | +7.1% |
| 6M | +16.2% | +15.1% | +1.1% | +6.2% |
| YTD | -8.4% | +24.7% | -33.1% | -20.9% |
| 1Y | +2.6% | +33.4% | -30.8% | -15.6% |
| All | +153.0% | +18.7% | +134.3% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling