+163.3%
SYF vs CP
+26.5%
+136.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -2.1% | +2.8% | -4.9% | -3.5% |
| 30D | +2.5% | +10.2% | -7.7% | -2.4% |
| 3M | -6.3% | +2.4% | -8.6% | -7.6% |
| 6M | -1.5% | +7.7% | -9.1% | -5.7% |
| YTD | -10.5% | +26.0% | -36.5% | -21.9% |
| 1Y | +1.5% | +34.6% | -33.1% | -14.8% |
| 3Y | +163.3% | +26.7% | +136.6% | +117.9% |
| All | +163.3% | +26.5% | +136.8% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling