+306.8%
SYF vs COO
+54.2%
+252.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -2.1% | +4.7% | -6.9% | -4.5% |
| 30D | +2.5% | +13.9% | -11.4% | -4.1% |
| 3M | -6.3% | -14.9% | +8.7% | +0.3% |
| 6M | -1.5% | +2.0% | -3.5% | -4.3% |
| YTD | -10.5% | -23.9% | +13.4% | +1.0% |
| 1Y | +1.5% | -9.6% | +11.1% | +4.7% |
| 3Y | +163.3% | -25.4% | +188.7% | +184.8% |
| 5Y | +66.8% | -41.2% | +107.9% | +100.8% |
| 10Y | +228.5% | +42.1% | +186.4% | +191.9% |
| All | +306.8% | +54.2% | +252.6% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling