+308.6%
SYF vs CP
+171.2%
+137.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -3.8% | +6.1% | -9.9% | -7.2% |
| 30D | +2.6% | +9.8% | -7.1% | -3.0% |
| 3M | -6.5% | +2.7% | -9.3% | -8.4% |
| 6M | +0.8% | +12.8% | -12.0% | -6.9% |
| YTD | -10.1% | +28.2% | -38.3% | -23.7% |
| 1Y | +0.8% | +34.1% | -33.3% | -16.8% |
| 3Y | +158.8% | +28.9% | +130.0% | +114.9% |
| 5Y | +67.5% | +27.1% | +40.4% | +38.9% |
| 10Y | +230.0% | +264.8% | -34.8% | +74.5% |
| All | +308.6% | +171.2% | +137.5% | +120.0% |
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