+61.0%
SYF vs COO
-40.4%
+101.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +1.2% | +14.2% | -13.0% | -4.5% |
| 3M | -9.4% | -18.2% | +8.8% | -1.9% |
| 6M | +4.4% | +5.3% | -0.9% | +0.4% |
| YTD | -11.9% | -23.6% | +11.6% | -2.0% |
| 1Y | -0.4% | -12.7% | +12.3% | +4.2% |
| 3Y | +159.6% | -24.2% | +183.8% | +172.8% |
| All | +61.0% | -40.4% | +101.4% | +83.2% |
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