+91.3%
SYF vs CP
+32.0%
+59.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | -2.7% | +5.1% | +4.0% |
| 30D | +0.8% | +0.2% | +0.7% | +0.6% |
| 3M | +13.4% | +2.6% | +10.8% | +11.2% |
| 6M | +16.3% | +6.0% | +10.4% | +11.4% |
| YTD | -3.0% | +24.9% | -27.9% | -16.6% |
| 1Y | +5.7% | +20.1% | -14.4% | -6.9% |
| 3Y | +160.1% | +16.4% | +143.7% | +127.4% |
| All | +91.3% | +32.0% | +59.3% | +49.6% |
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