+206.0%
SYF vs CRL
+400.8%
-194.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.7% |
| 7D | -4.3% | +4.4% | -8.6% | -6.5% |
| 30D | +1.0% | +17.1% | -16.0% | -6.6% |
| 3M | -6.4% | +32.1% | -38.5% | -18.3% |
| 6M | +1.0% | +98.9% | -97.9% | -27.4% |
| YTD | -10.7% | +77.1% | -87.9% | -33.6% |
| 1Y | +1.8% | +110.3% | -108.5% | -30.2% |
| 3Y | +165.8% | +108.5% | +57.3% | +68.1% |
| 5Y | +65.9% | -7.9% | +73.8% | +53.1% |
| 10Y | +206.0% | +368.9% | -162.9% | +9.5% |
| All | +206.0% | +400.8% | -194.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling