+204.6%
SYF vs COO
+40.7%
+163.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -2.0% |
| 7D | -4.7% | +4.3% | -9.0% | -6.9% |
| 30D | +0.6% | +17.6% | -17.0% | -7.9% |
| 3M | -6.8% | -13.9% | +7.0% | -0.5% |
| 6M | +0.5% | +6.6% | -6.0% | -4.9% |
| YTD | -11.1% | -22.0% | +10.9% | -0.2% |
| 1Y | +1.3% | -8.8% | +10.1% | +4.1% |
| 3Y | +164.6% | -21.5% | +186.1% | +178.0% |
| 5Y | +65.2% | -41.0% | +106.2% | +102.1% |
| 10Y | +204.6% | +40.9% | +163.7% | +191.7% |
| All | +204.6% | +40.7% | +163.9% | +191.7% |
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