+78.2%
SYF vs CNI
+11.3%
+66.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -5.5% | -1.1% | -4.4% | -4.8% |
| 30D | -3.9% | -3.5% | -0.3% | -1.7% |
| 3M | +8.9% | +2.2% | +6.7% | +6.9% |
| 6M | +16.2% | +15.1% | +1.1% | +4.8% |
| YTD | -8.4% | +24.7% | -33.1% | -22.3% |
| 1Y | +2.6% | +33.4% | -30.8% | -17.3% |
| 3Y | +156.4% | +19.5% | +136.9% | +117.7% |
| 5Y | +78.2% | +12.6% | +65.6% | +58.8% |
| All | +78.2% | +11.3% | +66.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling