+180.0%
SYF vs COO
+40.2%
+139.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.0% |
| 7D | -3.6% | -2.3% | -1.3% | -2.4% |
| 30D | -1.7% | +13.3% | -15.0% | -8.3% |
| 3M | -7.8% | -18.1% | +10.3% | +1.3% |
| 6M | +3.4% | +6.7% | -3.3% | -2.4% |
| YTD | -12.2% | -23.2% | +11.0% | -0.6% |
| 1Y | -1.6% | -12.3% | +10.7% | +3.3% |
| 3Y | +157.8% | -23.6% | +181.3% | +174.9% |
| 5Y | +61.9% | -38.7% | +100.6% | +93.1% |
| 10Y | +180.0% | +42.2% | +137.8% | +166.2% |
| All | +180.0% | +40.2% | +139.9% | +166.2% |
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