+180.0%
SYF vs CP
+251.7%
-71.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.2% |
| 30D | -1.7% | +9.6% | -11.4% | -8.1% |
| 3M | -7.8% | +2.2% | -10.0% | -9.7% |
| 6M | +3.4% | +11.1% | -7.7% | -5.1% |
| YTD | -12.2% | +28.2% | -40.4% | -28.1% |
| 1Y | -1.6% | +32.2% | -33.7% | -21.2% |
| 3Y | +157.8% | +35.5% | +122.3% | +96.2% |
| 5Y | +61.9% | +26.8% | +35.1% | +26.9% |
| 10Y | +180.0% | +256.9% | -76.9% | +14.2% |
| All | +180.0% | +251.7% | -71.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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