+340.9%
SYF vs CP
+164.3%
+176.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| YTD | -3.0% | +24.9% | -27.9% | -16.2% |
| 1Y | +5.7% | +20.1% | -14.4% | -6.7% |
| 3Y | +160.1% | +16.4% | +143.7% | +130.2% |
| 5Y | +88.5% | +31.7% | +56.8% | +53.1% |
| 10Y | +263.1% | +223.9% | +39.2% | +99.9% |
| All | +340.9% | +164.3% | +176.6% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling