+262.9%
SYF vs COO
+48.2%
+214.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | +2.4% | -2.2% | +4.6% | +3.7% |
| 30D | +0.8% | -7.0% | +7.9% | +4.7% |
| 3M | +13.4% | +12.2% | +1.2% | +5.8% |
| 6M | +16.3% | -15.1% | +31.5% | +26.4% |
| YTD | -3.0% | -15.1% | +12.1% | +5.4% |
| 1Y | +5.7% | +2.3% | +3.4% | +3.0% |
| 3Y | +160.1% | -23.7% | +183.8% | +183.4% |
| 5Y | +88.5% | -38.9% | +127.4% | +130.2% |
| All | +262.9% | +48.2% | +214.7% | +241.1% |
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