+250.1%
SYF vs COPX
+583.8%
-333.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -2.3% | -2.6% | -4.0% |
| 30D | -4.3% | +0.3% | -4.6% | -4.8% |
| 3M | +5.5% | +6.8% | -1.3% | +0.8% |
| 6M | +17.5% | +7.9% | +9.6% | +9.2% |
| YTD | -7.8% | +23.7% | -31.5% | -22.4% |
| 1Y | +1.6% | +71.5% | -69.9% | -29.4% |
| 3Y | +154.8% | +149.1% | +5.7% | +35.7% |
| 5Y | +79.5% | +167.3% | -87.9% | -12.7% |
| All | +250.1% | +583.8% | -333.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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