+66.5%
SYF vs CP
+24.4%
+42.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -3.8% |
| 30D | +2.5% | +10.2% | -7.7% | -3.4% |
| 3M | -6.3% | +2.4% | -8.6% | -7.9% |
| 6M | -1.5% | +7.7% | -9.1% | -6.5% |
| YTD | -10.5% | +26.0% | -36.5% | -23.8% |
| 1Y | +1.5% | +34.6% | -33.1% | -17.2% |
| 3Y | +163.3% | +26.7% | +136.6% | +116.0% |
| All | +66.5% | +24.4% | +42.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling