+340.9%
SYF vs COPX
+248.6%
+92.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.4% | -4.0% | +6.4% | +4.2% |
| 30D | +0.8% | +4.5% | -3.7% | -1.3% |
| 3M | +13.4% | +0.8% | +12.6% | +11.5% |
| 6M | +16.3% | +3.2% | +13.2% | +11.6% |
| YTD | -3.0% | +26.7% | -29.7% | -17.0% |
| 1Y | +5.7% | +85.7% | -80.0% | -25.2% |
| 3Y | +160.1% | +151.2% | +8.9% | +53.3% |
| 5Y | +88.5% | +170.0% | -81.5% | +4.0% |
| 10Y | +263.1% | +572.9% | -309.9% | +24.9% |
| All | +340.9% | +248.6% | +92.3% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling