+186.5%
SYF vs COO
+38.3%
+148.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -4.2% | +4.5% | -8.7% | -6.6% |
| 30D | -1.1% | +16.9% | -18.0% | -9.2% |
| 3M | -7.9% | -16.7% | +8.8% | +0.3% |
| 6M | -1.1% | +5.9% | -7.0% | -6.2% |
| YTD | -12.6% | -22.4% | +9.8% | -1.5% |
| 1Y | -2.4% | -10.1% | +7.7% | +1.1% |
| 3Y | +156.6% | -22.8% | +179.4% | +172.2% |
| 5Y | +61.9% | -41.4% | +103.3% | +98.8% |
| 10Y | +186.5% | +41.3% | +145.2% | +172.8% |
| All | +186.5% | +38.3% | +148.1% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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