+91.3%
SYF vs COO
-38.8%
+130.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +2.4% | -2.2% | +4.6% | +3.4% |
| 30D | +0.8% | -7.0% | +7.9% | +4.0% |
| 3M | +13.4% | +12.2% | +1.2% | +7.3% |
| 6M | +16.3% | -15.1% | +31.5% | +24.5% |
| YTD | -3.0% | -15.1% | +12.1% | +3.9% |
| 1Y | +5.7% | +2.3% | +3.4% | +3.9% |
| 3Y | +160.1% | -23.7% | +183.8% | +178.6% |
| All | +91.3% | -38.8% | +130.1% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling