+168.4%
SYF vs CP
+259.0%
-90.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -3.3% | +0.9% | -4.1% | -3.9% |
| 30D | -2.2% | +10.3% | -12.5% | -9.0% |
| 3M | -9.3% | +2.3% | -11.6% | -11.2% |
| 6M | +2.1% | +10.7% | -8.7% | -6.1% |
| YTD | -12.6% | +29.3% | -41.9% | -28.9% |
| 1Y | -3.4% | +31.5% | -34.9% | -22.4% |
| 3Y | +156.5% | +36.7% | +119.8% | +94.0% |
| 5Y | +59.6% | +26.8% | +32.8% | +25.2% |
| All | +168.4% | +259.0% | -90.7% | +7.7% |
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