+204.6%
SYF vs CP
+261.0%
-56.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -2.1% |
| 7D | -4.7% | +2.8% | -7.5% | -6.6% |
| 30D | +0.6% | +11.3% | -10.8% | -7.0% |
| 3M | -6.8% | +2.9% | -9.7% | -9.1% |
| 6M | +0.5% | +9.8% | -9.2% | -6.9% |
| YTD | -11.1% | +28.5% | -39.7% | -27.4% |
| 1Y | +1.3% | +33.5% | -32.2% | -19.5% |
| 3Y | +164.6% | +31.9% | +132.7% | +105.6% |
| 5Y | +65.2% | +25.5% | +39.7% | +30.6% |
| 10Y | +204.6% | +257.6% | -53.0% | +25.7% |
| All | +204.6% | +261.0% | -56.4% | +25.7% |
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