+297.4%
SYF vs CP
+171.2%
+126.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -4.2% | +2.8% | -7.0% | -5.8% |
| 30D | -1.1% | +11.0% | -12.1% | -7.2% |
| 3M | -7.9% | +3.8% | -11.7% | -10.3% |
| 6M | -1.1% | +9.5% | -10.6% | -7.0% |
| YTD | -12.6% | +28.2% | -40.8% | -25.8% |
| 1Y | -2.4% | +33.0% | -35.3% | -19.0% |
| 3Y | +156.6% | +35.5% | +121.1% | +106.7% |
| 5Y | +61.9% | +25.8% | +36.1% | +35.1% |
| 10Y | +186.5% | +250.7% | -64.3% | +52.9% |
| All | +297.4% | +171.2% | +126.1% | +113.9% |
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 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