+66.5%
SYF vs COO
-41.6%
+108.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -2.1% | +4.7% | -6.9% | -4.1% |
| 30D | +2.5% | +13.9% | -11.4% | -3.1% |
| 3M | -6.3% | -14.9% | +8.7% | -0.4% |
| 6M | -1.5% | +2.0% | -3.5% | -3.8% |
| YTD | -10.5% | -23.9% | +13.4% | -0.3% |
| 1Y | +1.5% | -9.6% | +11.1% | +4.7% |
| 3Y | +163.3% | -25.4% | +188.7% | +179.3% |
| All | +66.5% | -41.6% | +108.1% | +90.2% |
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 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